+5,480.0%
LOW vs CHRW
+4,173.0%
+1,307.0%
-60.6%
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 | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -7.0% | -3.5% | -3.6% | -6.1% |
| 3M | -0.9% | -19.4% | +18.5% | +5.0% |
| 6M | -20.1% | -21.4% | +1.3% | -15.1% |
| YTD | -13.9% | -7.1% | -6.8% | -14.2% |
| 1Y | -21.1% | +17.8% | -39.0% | -28.2% |
| 3Y | -6.6% | +78.8% | -85.4% | -28.7% |
| 5Y | +9.4% | +83.5% | -74.2% | -18.8% |
| 10Y | +220.5% | +160.2% | +60.3% | +103.9% |
| All | +5,480.0% | +4,173.0% | +1,307.0% | +1,243.6% |
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