+627.7%
GEV vs CHRW
+118.8%
+508.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +3.2% | +4.1% | -0.9% | +2.8% |
| 30D | -4.0% | +1.9% | -5.9% | -4.2% |
| 3M | +3.4% | -21.2% | +24.6% | +5.5% |
| 6M | +14.7% | -16.7% | +31.4% | +16.1% |
| YTD | +45.8% | -5.4% | +51.1% | +45.1% |
| 1Y | +57.4% | +21.2% | +36.2% | +53.0% |
| All | +627.7% | +118.8% | +508.9% | +562.2% |
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