+6,697.8%
COR vs CHRW
+4,173.0%
+2,524.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.0% |
| 30D | +4.5% | -3.5% | +8.0% | +5.1% |
| 3M | +22.7% | -19.4% | +42.1% | +26.9% |
| 6M | -9.7% | -21.4% | +11.6% | -6.5% |
| YTD | -1.4% | -7.1% | +5.7% | -1.5% |
| 1Y | +13.9% | +17.8% | -3.9% | +8.0% |
| 3Y | +94.0% | +78.8% | +15.2% | +64.5% |
| 5Y | +184.0% | +83.5% | +100.5% | +135.1% |
| 10Y | +406.8% | +160.2% | +246.5% | +283.8% |
| All | +6,697.8% | +4,173.0% | +2,524.8% | +2,819.0% |
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 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