+41.5%
CSX vs CHRW
-16.7%
+58.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -3.0% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | +4.9% | -7.3% | +12.2% | +6.0% |
| 3M | -2.9% | -14.2% | +11.3% | -1.0% |
| 6M | +8.3% | -25.1% | +33.4% | +12.2% |
| YTD | +36.7% | -21.2% | +57.9% | +38.1% |
| 1Y | +41.5% | -14.2% | +55.7% | +38.0% |
| All | +41.5% | -16.7% | +58.2% | +38.0% |
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 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