+53.6%
CSX vs CHRW
+48.6%
+5.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +7.0% | -5.0% | +12.0% | +8.0% |
| 3M | -0.3% | -16.1% | +15.8% | +3.2% |
| 6M | +13.5% | -22.6% | +36.2% | +18.8% |
| YTD | +41.5% | -19.3% | +60.8% | +44.9% |
| 1Y | +45.8% | -14.9% | +60.7% | +47.0% |
| 3Y | +74.4% | +68.0% | +6.3% | +39.9% |
| 5Y | +53.6% | +53.2% | +0.5% | +28.8% |
| All | +53.6% | +48.6% | +5.0% | +28.8% |
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