+40.4%
EXC vs CHRW
+58.8%
-18.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.4% | +7.3% | -5.9% | +0.9% |
| 30D | +8.6% | -3.6% | +12.1% | +8.7% |
| 3M | +2.4% | -9.6% | +12.0% | +2.9% |
| 6M | +6.5% | -17.0% | +23.5% | +7.4% |
| YTD | +9.0% | -15.4% | +24.5% | +8.6% |
| 1Y | +4.6% | -10.0% | +14.6% | +3.4% |
| 3Y | +33.5% | +82.2% | -48.7% | +17.2% |
| All | +40.4% | +58.8% | -18.3% | +23.9% |
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