+1,462.5%
EXC vs CHRW
+4,173.0%
-2,710.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | -3.7% | -3.5% | -0.3% | -3.2% |
| 3M | -1.3% | -19.4% | +18.1% | +1.9% |
| 6M | -9.7% | -21.4% | +11.7% | -6.8% |
| YTD | +2.9% | -7.1% | +10.0% | +2.4% |
| 1Y | +4.4% | +17.8% | -13.4% | -1.1% |
| 3Y | +22.2% | +78.8% | -56.6% | +5.2% |
| 5Y | +46.7% | +83.5% | -36.8% | +23.9% |
| 10Y | +155.3% | +160.2% | -4.9% | +98.3% |
| All | +1,462.5% | +4,173.0% | -2,710.5% | +922.7% |
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 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