+416.4%
CSX vs CHRW
+131.8%
+284.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.7% | -4.3% | +13.0% | +9.8% |
| 3M | +4.2% | -7.4% | +11.6% | +5.8% |
| 6M | +16.7% | -20.7% | +37.4% | +23.2% |
| YTD | +44.5% | -15.9% | +60.3% | +47.1% |
| 1Y | +50.3% | -9.9% | +60.2% | +49.1% |
| 3Y | +76.3% | +79.0% | -2.7% | +28.1% |
| 5Y | +58.1% | +61.3% | -3.2% | +16.7% |
| 10Y | +416.4% | +128.5% | +287.9% | +218.0% |
| All | +416.4% | +131.8% | +284.6% | +218.0% |
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