+74.3%
F vs CHRW
+126.6%
-52.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +2.0% |
| 30D | +2.1% | -9.4% | +11.5% | +4.8% |
| 3M | -10.3% | -12.6% | +2.4% | -7.4% |
| 6M | +3.3% | -24.2% | +27.4% | +9.8% |
| YTD | -2.0% | -18.9% | +16.9% | -0.1% |
| 1Y | -2.3% | -13.7% | +11.4% | -2.8% |
| 3Y | +49.9% | +72.6% | -22.7% | +7.6% |
| 5Y | -12.5% | +55.6% | -68.0% | -34.7% |
| 10Y | +74.3% | +122.7% | -48.5% | +7.5% |
| All | +74.3% | +126.6% | -52.4% | +7.5% |
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