+3,231.7%
CLS vs CHRW
+3,922.5%
-690.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +4.6% | -1.4% | +6.0% | +5.2% |
| 30D | -13.9% | -3.5% | -10.4% | -12.6% |
| 3M | -26.6% | -19.4% | -7.2% | -21.5% |
| 6M | +15.4% | -21.4% | +36.8% | +23.5% |
| YTD | +5.7% | -7.1% | +12.8% | +5.2% |
| 1Y | +41.1% | +17.8% | +23.3% | +27.2% |
| 3Y | +1,228.6% | +78.8% | +1,149.8% | +875.5% |
| 5Y | +3,240.6% | +83.5% | +3,157.1% | +2,267.6% |
| 10Y | +2,760.3% | +160.2% | +2,600.1% | +1,596.0% |
| All | +3,231.7% | +3,922.5% | -690.8% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling