+7,418.1%
CME vs CHRW
+1,173.9%
+6,244.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +13.2% | -7.3% | +20.5% | +15.4% |
| 3M | +16.3% | -14.2% | +30.4% | +21.0% |
| 6M | +7.1% | -25.1% | +32.2% | +14.7% |
| YTD | +15.8% | -21.2% | +37.0% | +19.5% |
| 1Y | +17.1% | -14.2% | +31.2% | +16.9% |
| 3Y | +63.2% | +63.5% | -0.4% | +19.2% |
| 5Y | +70.2% | +49.6% | +20.6% | +22.5% |
| 10Y | +337.0% | +129.4% | +207.6% | +139.6% |
| All | +7,418.1% | +1,173.9% | +6,244.2% | +2,138.1% |
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 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