-10.9%
DOW vs CHRW
+103.4%
-114.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.0% | +4.1% | -10.1% | -7.2% |
| 30D | -2.7% | +1.9% | -4.6% | -3.5% |
| 3M | -10.5% | -21.2% | +10.7% | -4.3% |
| 6M | -12.4% | -16.7% | +4.2% | -9.1% |
| YTD | +30.0% | -5.4% | +35.4% | +27.2% |
| 1Y | +27.8% | +21.2% | +6.6% | +12.1% |
| 3Y | -34.9% | +86.5% | -121.4% | -53.9% |
| 5Y | -35.9% | +93.0% | -128.9% | -58.1% |
| All | -10.9% | +103.4% | -114.3% | -52.6% |
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