+299.5%
CME vs CHRW
+131.6%
+167.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +8.5% | -9.4% | +17.9% | +9.6% |
| 3M | +16.0% | -13.3% | +29.3% | +17.6% |
| 6M | +9.3% | -24.2% | +33.5% | +12.0% |
| YTD | +15.3% | -18.9% | +34.2% | +16.1% |
| 1Y | +14.4% | -12.4% | +26.8% | +13.8% |
| 3Y | +59.9% | +72.2% | -12.3% | +37.3% |
| 5Y | +69.4% | +53.4% | +16.1% | +44.7% |
| 10Y | +299.5% | +127.0% | +172.5% | +179.0% |
| All | +299.5% | +131.6% | +167.9% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling