+4,270.6%
CTAS vs CHRW
+4,173.0%
+97.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | -0.2% | -3.5% | +3.3% | +0.8% |
| 3M | +11.7% | -19.4% | +31.1% | +18.4% |
| 6M | +0.7% | -21.4% | +22.1% | +7.0% |
| YTD | +7.4% | -7.1% | +14.5% | +7.1% |
| 1Y | -2.1% | +17.8% | -19.9% | -10.7% |
| 3Y | +62.9% | +78.8% | -15.8% | +24.4% |
| 5Y | +111.9% | +83.5% | +28.4% | +56.4% |
| 10Y | +652.2% | +160.2% | +492.0% | +376.9% |
| All | +4,270.6% | +4,173.0% | +97.6% | +949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling