+1,533.7%
EXC vs CHRW
+3,789.5%
-2,255.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.9% | +4.7% | -6.7% | -2.7% |
| 30D | +7.8% | -2.6% | +10.4% | +8.0% |
| 3M | +1.9% | -8.0% | +9.9% | +2.8% |
| 6M | +3.4% | -19.0% | +22.4% | +6.0% |
| YTD | +7.6% | -15.5% | +23.1% | +8.3% |
| 1Y | +2.1% | -10.8% | +12.9% | +1.7% |
| 3Y | +29.6% | +79.8% | -50.2% | +10.7% |
| 5Y | +39.5% | +59.3% | -19.8% | +20.3% |
| 10Y | +200.2% | +129.6% | +70.6% | +137.2% |
| All | +1,533.7% | +3,789.5% | -2,255.8% | +981.3% |
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