+204.9%
CVX vs CHRW
+131.8%
+73.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -0.8% | -4.3% | +3.5% | -0.2% |
| 3M | +9.4% | -7.4% | +16.8% | +10.5% |
| 6M | +17.5% | -20.7% | +38.2% | +21.9% |
| YTD | +43.8% | -15.9% | +59.7% | +44.7% |
| 1Y | +41.9% | -9.9% | +51.8% | +39.8% |
| 3Y | +69.1% | +79.0% | -9.8% | +29.4% |
| 5Y | +128.3% | +61.3% | +67.0% | +75.4% |
| 10Y | +204.9% | +128.5% | +76.4% | +102.0% |
| All | +204.9% | +131.8% | +73.2% | +102.0% |
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