+137.3%
CTVA vs CHRW
+97.3%
+40.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -20.8% | +7.3% | -28.0% | -21.8% |
| 30D | -29.6% | -3.6% | -26.0% | -29.3% |
| 3M | -16.9% | -9.6% | -7.3% | -16.0% |
| 6M | -24.3% | -17.0% | -7.3% | -22.8% |
| YTD | -5.6% | -15.4% | +9.8% | -5.3% |
| 1Y | -4.2% | -10.0% | +5.8% | -5.2% |
| 3Y | +43.3% | +82.2% | -38.9% | +13.3% |
| 5Y | +35.7% | +59.4% | -23.6% | +8.0% |
| All | +137.3% | +97.3% | +40.0% | +45.2% |
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