+43.3%
CTVA vs CHRW
+80.1%
-36.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -20.8% | +7.3% | -28.0% | -20.8% |
| 30D | -29.6% | -3.6% | -26.0% | -29.6% |
| 3M | -16.9% | -9.6% | -7.3% | -16.8% |
| 6M | -24.3% | -17.0% | -7.3% | -24.0% |
| YTD | -5.6% | -15.4% | +9.8% | -5.4% |
| 1Y | -4.2% | -10.0% | +5.8% | -4.1% |
| 3Y | +43.3% | +82.2% | -38.9% | +33.4% |
| All | +43.3% | +80.1% | -36.9% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling