-10.8%
DOW vs CHRW
+99.6%
-110.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | +0.4% | -3.5% | +3.8% | +1.2% |
| 3M | -14.4% | -19.4% | +5.0% | -9.3% |
| 6M | -7.0% | -21.4% | +14.4% | -1.5% |
| YTD | +30.2% | -7.1% | +37.3% | +28.1% |
| 1Y | +29.2% | +17.8% | +11.4% | +14.5% |
| 3Y | -36.7% | +78.8% | -115.5% | -54.4% |
| 5Y | -37.7% | +83.5% | -121.2% | -58.2% |
| All | -10.8% | +99.6% | -110.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling