+151.5%
EXC vs CHRW
+168.2%
-16.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -2.7% | +0.9% | -3.7% | -2.9% |
| 3M | -1.0% | -19.9% | +18.9% | +2.1% |
| 6M | -9.3% | -15.8% | +6.5% | -7.6% |
| YTD | +3.6% | -5.6% | +9.2% | +2.3% |
| 1Y | +5.9% | +21.0% | -15.1% | -1.1% |
| 3Y | +21.3% | +86.0% | -64.7% | +0.4% |
| 5Y | +46.2% | +88.6% | -42.5% | +17.2% |
| 10Y | +151.5% | +169.3% | -17.8% | +77.7% |
| All | +151.5% | +168.2% | -16.7% | +77.7% |
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