-17.2%
F vs CHRW
+58.8%
-76.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | +7.3% | -10.4% | -4.9% |
| 30D | 0.0% | -3.6% | +3.6% | +0.6% |
| 3M | -13.2% | -9.6% | -3.6% | -11.7% |
| 6M | -10.2% | -17.0% | +6.8% | -7.8% |
| YTD | -4.9% | -15.4% | +10.5% | -4.9% |
| 1Y | -6.1% | -10.0% | +3.9% | -8.1% |
| 3Y | +46.0% | +82.2% | -36.2% | +3.2% |
| All | -17.2% | +58.8% | -76.0% | -37.3% |
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 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