+79.1%
CME vs CHRW
+83.1%
-4.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +6.2% | -3.5% | +9.7% | +6.3% |
| 3M | +10.4% | -19.4% | +29.8% | +10.7% |
| 6M | -9.5% | -21.4% | +11.8% | -9.2% |
| YTD | +6.0% | -7.1% | +13.1% | +5.8% |
| 1Y | +9.3% | +17.8% | -8.5% | +8.2% |
| 3Y | +57.7% | +78.8% | -21.1% | +52.4% |
| All | +79.1% | +83.1% | -4.0% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling