+504.6%
CSX vs CHRW
+160.8%
+343.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -3.4% | -1.4% | -2.0% | -2.9% |
| 30D | -3.1% | -3.5% | +0.4% | -2.1% |
| 3M | +7.2% | -19.4% | +26.6% | +13.9% |
| 6M | +16.2% | -21.4% | +37.5% | +23.8% |
| YTD | +37.5% | -7.1% | +44.7% | +36.8% |
| 1Y | +53.2% | +17.8% | +35.4% | +38.1% |
| 3Y | +68.2% | +78.8% | -10.5% | +24.4% |
| 5Y | +65.2% | +83.5% | -18.3% | +16.9% |
| All | +504.6% | +160.8% | +343.7% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling