+6.9%
IR vs CHRW
-16.7%
+23.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | +7.4% | -7.3% | +14.7% | +8.7% |
| 3M | -5.9% | -14.2% | +8.2% | -3.9% |
| 6M | +5.6% | -25.1% | +30.7% | +10.0% |
| YTD | +4.8% | -21.2% | +26.0% | +0.9% |
| 1Y | +6.9% | -14.2% | +21.1% | -1.8% |
| All | +6.9% | -16.7% | +23.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling