+732.7%
CLS vs CHRW
+63.9%
+668.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -22.2% | +0.6% | -22.7% | -22.1% |
| 30D | -44.4% | -7.3% | -37.1% | -44.2% |
| 3M | -34.3% | -14.2% | -20.1% | -33.6% |
| 6M | -50.1% | -25.1% | -25.0% | -49.1% |
| YTD | -30.1% | -21.2% | -8.9% | -28.9% |
| 1Y | -39.3% | -14.2% | -25.2% | -38.6% |
| 3Y | +732.7% | +63.5% | +669.2% | +721.1% |
| All | +732.7% | +63.9% | +668.8% | +721.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling