+318.0%
CORZ vs CHRW
+62.7%
+255.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +26.4% | +4.7% | +21.6% | +25.6% |
| 30D | -6.8% | -2.6% | -4.2% | -6.7% |
| 3M | -31.1% | -8.0% | -23.1% | -30.8% |
| 6M | -36.9% | -19.0% | -17.9% | -36.4% |
| YTD | -1.2% | -15.5% | +14.2% | -3.2% |
| 1Y | -12.5% | -10.8% | -1.7% | -15.7% |
| All | +318.0% | +62.7% | +255.4% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling