+113.3%
CTAS vs CHRW
+49.0%
+64.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +12.8% | -7.3% | +20.1% | +13.9% |
| 3M | +10.3% | -14.2% | +24.5% | +12.4% |
| 6M | +32.0% | -25.1% | +57.1% | +36.9% |
| YTD | +19.1% | -21.2% | +40.3% | +21.6% |
| 1Y | +21.5% | -14.2% | +35.6% | +22.0% |
| 3Y | +76.0% | +63.5% | +12.5% | +51.1% |
| All | +113.3% | +49.0% | +64.3% | +83.4% |
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 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