+7.8%
LOW vs CHRW
+89.7%
-81.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | -9.3% | +1.9% | -11.2% | -9.7% |
| 3M | -8.1% | -21.2% | +13.1% | -3.9% |
| 6M | -19.8% | -16.7% | -3.1% | -17.5% |
| YTD | -16.4% | -5.4% | -11.0% | -17.3% |
| 1Y | -24.7% | +21.2% | -45.8% | -30.4% |
| 3Y | -8.8% | +86.5% | -95.3% | -27.1% |
| 5Y | +7.8% | +93.0% | -85.3% | -14.3% |
| All | +7.8% | +89.7% | -81.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling