+17.2%
CME vs CHRW
-9.5%
+26.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +2.7% | +4.7% | -2.1% | +2.8% |
| 30D | +13.5% | -2.6% | +16.1% | +13.4% |
| 3M | +20.9% | -8.0% | +28.9% | +20.6% |
| 6M | +11.5% | -19.0% | +30.5% | +10.7% |
| YTD | +19.5% | -15.5% | +34.9% | +22.2% |
| 1Y | +17.2% | -10.8% | +28.0% | +20.1% |
| All | +17.2% | -9.5% | +26.7% | +20.1% |
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 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