-15.8%
F vs CHRW
+49.0%
-64.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +2.6% | -7.3% | +9.9% | +4.2% |
| 3M | -8.8% | -14.2% | +5.4% | -6.0% |
| 6M | +4.6% | -25.1% | +29.7% | +10.4% |
| YTD | -1.9% | -21.2% | +19.3% | 0.0% |
| 1Y | -0.8% | -14.2% | +13.4% | -1.9% |
| 3Y | +43.5% | +63.5% | -20.0% | +5.2% |
| All | -15.8% | +49.0% | -64.8% | -33.0% |
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