-1.0%
LOW vs CHRW
-9.5%
+8.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.1% | +4.7% | -4.6% | -0.5% |
| 30D | +21.3% | -2.6% | +23.9% | +21.4% |
| 3M | +6.0% | -8.0% | +14.0% | +6.5% |
| 6M | +2.6% | -19.0% | +21.6% | +3.2% |
| YTD | -3.6% | -15.5% | +11.9% | -8.4% |
| 1Y | -1.0% | -10.8% | +9.9% | -8.8% |
| All | -1.0% | -9.5% | +8.6% | -8.8% |
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