+231.7%
CTVA vs CHRW
+116.6%
+115.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | +4.9% | -1.4% | +6.3% | +5.2% |
| 30D | +11.9% | -3.5% | +15.4% | +12.6% |
| 3M | +13.7% | -19.4% | +33.1% | +17.8% |
| 6M | +13.1% | -21.4% | +34.5% | +17.4% |
| YTD | +32.0% | -7.1% | +39.1% | +31.1% |
| 1Y | +22.1% | +17.8% | +4.3% | +13.9% |
| 3Y | +77.5% | +78.8% | -1.3% | +44.5% |
| 5Y | +106.3% | +83.5% | +22.8% | +58.6% |
| All | +231.7% | +116.6% | +115.0% | +100.9% |
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