-35.9%
DOW vs CHRW
+90.3%
-126.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.1% |
| 7D | -2.9% | +1.9% | -4.9% | -3.3% |
| 30D | +2.0% | +0.9% | +1.0% | +1.6% |
| 3M | -12.5% | -19.9% | +7.3% | -8.9% |
| 6M | -9.2% | -15.8% | +6.6% | -7.0% |
| YTD | +30.8% | -5.6% | +36.4% | +29.0% |
| 1Y | +29.4% | +21.0% | +8.4% | +18.5% |
| 3Y | -34.6% | +86.0% | -120.6% | -47.8% |
| 5Y | -35.9% | +88.6% | -124.6% | -50.9% |
| All | -35.9% | +90.3% | -126.2% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling