+7,122.3%
COST vs CHRW
+4,173.0%
+2,949.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -2.8% | -3.5% | +0.7% | -2.0% |
| 3M | -5.7% | -19.4% | +13.7% | -1.4% |
| 6M | -8.8% | -21.4% | +12.6% | -4.6% |
| YTD | +6.7% | -7.1% | +13.8% | +6.0% |
| 1Y | -3.6% | +17.8% | -21.5% | -10.8% |
| 3Y | +75.1% | +78.8% | -3.7% | +40.6% |
| 5Y | +108.9% | +83.5% | +25.4% | +64.1% |
| 10Y | +586.2% | +160.2% | +425.9% | +372.5% |
| All | +7,122.3% | +4,173.0% | +2,949.3% | +2,142.7% |
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