+183.8%
EXC vs CHRW
+131.6%
+52.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +9.3% | -9.4% | +18.7% | +10.7% |
| 3M | +1.0% | -13.3% | +14.3% | +2.8% |
| 6M | +5.9% | -24.2% | +30.1% | +9.4% |
| YTD | +7.6% | -18.9% | +26.5% | +8.3% |
| 1Y | +2.4% | -12.4% | +14.8% | +1.4% |
| 3Y | +30.2% | +72.2% | -42.0% | +7.8% |
| 5Y | +41.4% | +53.4% | -12.0% | +17.7% |
| 10Y | +183.8% | +127.0% | +56.8% | +113.7% |
| All | +183.8% | +131.6% | +52.1% | +113.7% |
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