+526.6%
GEV vs CHRW
+95.4%
+431.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +6.2% | +4.7% | +1.5% | +5.8% |
| 30D | -18.4% | -2.6% | -15.8% | -18.3% |
| 3M | -21.2% | -8.0% | -13.2% | -21.0% |
| 6M | -23.6% | -19.0% | -4.6% | -22.7% |
| YTD | +25.5% | -15.5% | +41.0% | +25.7% |
| 1Y | +42.6% | -10.8% | +53.4% | +42.0% |
| All | +526.6% | +95.4% | +431.2% | +473.6% |
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