+90.5%
COR vs CHRW
+81.1%
+9.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -1.9% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | +4.5% | -3.5% | +8.0% | +4.6% |
| 3M | +22.7% | -19.4% | +42.1% | +23.0% |
| 6M | -9.7% | -21.4% | +11.6% | -9.6% |
| YTD | -1.4% | -7.1% | +5.7% | -0.7% |
| 1Y | +13.9% | +17.8% | -3.9% | +15.9% |
| All | +90.5% | +81.1% | +9.4% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling