+216.7%
CTVA vs CHRW
+124.1%
+92.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | +3.5% | -8.0% | -5.2% |
| 30D | +11.3% | +4.6% | +6.7% | +10.2% |
| 3M | +12.3% | -19.7% | +32.0% | +16.6% |
| 6M | +7.2% | -12.4% | +19.6% | +8.6% |
| YTD | +26.0% | -3.9% | +29.9% | +24.4% |
| 1Y | +16.0% | +18.4% | -2.4% | +8.3% |
| 3Y | +73.9% | +88.8% | -14.9% | +39.6% |
| 5Y | +103.8% | +93.5% | +10.2% | +54.2% |
| All | +216.7% | +124.1% | +92.6% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling