+67.8%
CSX vs CHRW
+83.1%
-15.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -3.1% | -3.5% | +0.4% | -2.3% |
| 3M | +7.2% | -19.4% | +26.6% | +12.1% |
| 6M | +16.2% | -21.4% | +37.5% | +21.8% |
| YTD | +37.5% | -7.1% | +44.7% | +37.1% |
| 1Y | +53.2% | +17.8% | +35.4% | +42.0% |
| 3Y | +68.2% | +78.8% | -10.5% | +34.8% |
| All | +67.8% | +83.1% | -15.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling