-26.3%
LOW vs CHRW
+21.9%
-48.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | +3.5% | -7.2% | -4.1% |
| 30D | -8.9% | +4.6% | -13.5% | -9.4% |
| 3M | -10.4% | -19.7% | +9.3% | -8.6% |
| 6M | -19.4% | -12.4% | -7.0% | -19.0% |
| YTD | -17.1% | -3.9% | -13.2% | -18.1% |
| 1Y | -26.3% | +18.4% | -44.6% | -28.9% |
| All | -26.3% | +21.9% | -48.2% | -28.9% |
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 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