+100.4%
F vs CHRW
+3,613.5%
-3,513.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | +2.0% | -5.0% | +7.0% | +3.3% |
| 3M | -10.4% | -16.1% | +5.7% | -5.9% |
| 6M | +9.7% | -22.6% | +32.3% | +16.6% |
| YTD | -1.2% | -19.3% | +18.1% | +1.8% |
| 1Y | 0.0% | -14.9% | +15.0% | +1.0% |
| 3Y | +41.1% | +68.0% | -26.9% | +6.7% |
| 5Y | -11.4% | +53.2% | -64.6% | -31.3% |
| 10Y | +85.0% | +134.8% | -49.9% | +19.1% |
| All | +100.4% | +3,613.5% | -3,513.1% | -32.7% |
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