+336.0%
IR vs CHRW
+140.3%
+195.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.5% | +7.3% | -4.8% | +0.3% |
| 30D | +9.2% | -3.6% | +12.7% | +10.0% |
| 3M | +0.9% | -9.6% | +10.5% | +3.1% |
| 6M | +19.2% | -17.0% | +36.2% | +23.6% |
| YTD | +7.5% | -15.4% | +22.9% | +9.7% |
| 1Y | +11.7% | -10.0% | +21.7% | +11.6% |
| 3Y | +23.9% | +82.2% | -58.2% | -8.8% |
| 5Y | +46.4% | +59.4% | -13.0% | +10.9% |
| All | +336.0% | +140.3% | +195.6% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling