-35.3%
DOW vs CHRW
+81.1%
-116.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | +0.4% | -3.5% | +3.8% | +0.8% |
| 3M | -14.4% | -19.4% | +5.0% | -11.7% |
| 6M | -7.0% | -21.4% | +14.4% | -3.8% |
| YTD | +30.2% | -7.1% | +37.3% | +28.8% |
| 1Y | +29.2% | +17.8% | +11.4% | +20.3% |
| All | -35.3% | +81.1% | -116.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling