+1,533.4%
EXC vs CHRW
+3,527.3%
-1,993.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.6% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | +10.0% | -7.3% | +17.2% | +11.1% |
| 3M | +1.6% | -14.2% | +15.8% | +3.8% |
| 6M | +3.3% | -25.1% | +28.3% | +7.3% |
| YTD | +7.6% | -21.2% | +28.7% | +9.6% |
| 1Y | +3.5% | -14.2% | +17.6% | +3.7% |
| 3Y | +27.7% | +63.5% | -35.9% | +10.9% |
| 5Y | +41.1% | +49.6% | -8.5% | +23.0% |
| 10Y | +178.2% | +129.4% | +48.8% | +119.7% |
| All | +1,533.4% | +3,527.3% | -1,993.9% | +994.1% |
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