+72.2%
CSX vs CHRW
+78.9%
-6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | -3.1% | -3.5% | +0.4% | -2.5% |
| 3M | +7.2% | -19.4% | +26.6% | +10.8% |
| 6M | +16.2% | -21.4% | +37.5% | +20.4% |
| YTD | +37.5% | -7.1% | +44.7% | +37.4% |
| 1Y | +53.2% | +17.8% | +35.4% | +45.4% |
| All | +72.2% | +78.9% | -6.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling