+0.1%
DOW vs CHRW
+81.8%
-81.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +5.2% | +7.3% | -2.1% | +3.0% |
| 30D | +13.2% | -3.6% | +16.8% | +13.9% |
| 3M | +10.1% | -9.6% | +19.7% | +12.3% |
| 6M | -13.1% | -17.0% | +3.9% | -10.2% |
| YTD | +46.1% | -15.4% | +61.5% | +46.6% |
| 1Y | +50.0% | -10.0% | +60.0% | +47.0% |
| 3Y | -20.2% | +82.2% | -102.4% | -44.5% |
| 5Y | -27.7% | +59.4% | -87.0% | -49.0% |
| All | +0.1% | +81.8% | -81.7% | -45.4% |
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 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