+48.2%
CSX vs CHRW
+49.0%
-0.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.8% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | +4.9% | -7.3% | +12.2% | +6.5% |
| 3M | -2.9% | -14.2% | +11.3% | 0.0% |
| 6M | +8.3% | -25.1% | +33.4% | +14.3% |
| YTD | +36.7% | -21.2% | +57.9% | +40.8% |
| 1Y | +41.5% | -14.2% | +55.7% | +42.3% |
| 3Y | +68.6% | +63.5% | +5.1% | +36.3% |
| All | +48.2% | +49.0% | -0.8% | +25.1% |
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