+291.3%
IR vs CHRW
+163.9%
+127.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -2.8% | -1.4% | -1.4% | -2.4% |
| 30D | -15.1% | -3.5% | -11.7% | -14.2% |
| 3M | +6.1% | -19.4% | +25.5% | +12.6% |
| 6M | -16.8% | -21.4% | +4.6% | -11.3% |
| YTD | -3.5% | -7.1% | +3.6% | -3.4% |
| 1Y | -3.5% | +17.8% | -21.3% | -11.8% |
| 3Y | +9.5% | +78.8% | -69.3% | -17.1% |
| 5Y | +45.1% | +83.5% | -38.4% | +5.2% |
| All | +291.3% | +163.9% | +127.4% | +124.9% |
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