+486.6%
COR vs CHRW
+126.6%
+360.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.4% | -3.4% | +5.8% | +3.0% |
| 30D | +7.7% | -9.4% | +17.0% | +9.3% |
| 3M | +7.5% | -12.6% | +20.1% | +9.5% |
| 6M | +34.1% | -24.2% | +58.3% | +38.9% |
| YTD | +3.9% | -18.9% | +22.7% | +5.6% |
| 1Y | -3.6% | -13.7% | +10.0% | -3.2% |
| 3Y | +80.5% | +72.6% | +7.9% | +50.5% |
| 5Y | +194.9% | +55.6% | +139.3% | +143.7% |
| 10Y | +486.6% | +122.7% | +363.9% | +359.9% |
| All | +486.6% | +126.6% | +360.0% | +359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling