+14.1%
CME vs CHRW
-12.5%
+26.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.4% |
| 7D | -0.6% | +0.2% | -0.8% | -0.5% |
| 30D | +8.5% | -9.4% | +17.9% | +8.4% |
| 3M | +16.0% | -13.3% | +29.3% | +15.6% |
| 6M | +9.3% | -24.2% | +33.5% | +8.5% |
| YTD | +15.3% | -18.9% | +34.2% | +17.8% |
| All | +14.1% | -12.5% | +26.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling