+6,781.2%
CME vs CHRW
+1,400.7%
+5,380.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.1% |
| 30D | +6.2% | -3.5% | +9.7% | +7.4% |
| 3M | +10.4% | -19.4% | +29.8% | +17.1% |
| 6M | -9.5% | -21.4% | +11.8% | -4.2% |
| YTD | +6.0% | -7.1% | +13.1% | +4.6% |
| 1Y | +9.3% | +17.8% | -8.5% | -2.5% |
| 3Y | +57.7% | +78.8% | -21.1% | +13.5% |
| 5Y | +77.7% | +83.5% | -5.8% | +19.9% |
| 10Y | +281.2% | +160.2% | +121.0% | +103.5% |
| All | +6,781.2% | +1,400.7% | +5,380.5% | +1,859.5% |
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