+31.4%
CORZ vs CHRW
+16.7%
+14.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | 0.0% |
| 7D | +8.4% | -1.8% | +10.2% | +8.2% |
| 30D | -17.8% | -3.9% | -13.9% | -18.1% |
| 3M | -35.9% | -19.7% | -16.2% | -36.1% |
| 6M | +12.9% | -21.7% | +34.7% | +12.7% |
| YTD | +22.9% | -7.5% | +30.4% | +21.0% |
| 1Y | +31.4% | +17.3% | +14.0% | +30.2% |
| All | +31.4% | +16.7% | +14.6% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling