+227.1%
LOW vs CHRW
+182.4%
+44.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -2.6% | +4.4% | -7.0% | -3.8% |
| 30D | -11.1% | +5.5% | -16.6% | -12.6% |
| 3M | -8.5% | -17.3% | +8.8% | -4.6% |
| 6M | -20.8% | -12.7% | -8.2% | -19.1% |
| YTD | -17.2% | -4.1% | -13.1% | -18.5% |
| 1Y | -24.7% | +21.2% | -46.0% | -31.7% |
| 3Y | -9.7% | +88.9% | -98.7% | -31.6% |
| 5Y | +6.0% | +93.1% | -87.1% | -21.9% |
| All | +227.1% | +182.4% | +44.7% | +94.0% |
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