+6,751.4%
COR vs CHRW
+3,527.3%
+3,224.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +5.1% | -7.3% | +12.4% | +6.5% |
| 3M | +2.8% | -14.2% | +17.0% | +5.3% |
| 6M | +32.5% | -25.1% | +57.6% | +38.2% |
| YTD | -0.7% | -21.2% | +20.5% | +2.0% |
| 1Y | -6.7% | -14.2% | +7.5% | -5.9% |
| 3Y | +73.7% | +63.5% | +10.2% | +49.1% |
| 5Y | +177.9% | +49.6% | +128.3% | +138.6% |
| 10Y | +533.8% | +129.4% | +404.4% | +389.6% |
| All | +6,751.4% | +3,527.3% | +3,224.1% | +2,922.5% |
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