+6,154.7%
LOW vs CHRW
+3,791.5%
+2,363.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +7.3% | -5.9% | -0.9% |
| 30D | +21.7% | -3.6% | +25.3% | +22.7% |
| 3M | +5.0% | -9.6% | +14.6% | +7.5% |
| 6M | +4.6% | -17.0% | +21.6% | +8.5% |
| YTD | -3.5% | -15.4% | +11.9% | -1.7% |
| 1Y | +0.5% | -10.0% | +10.5% | +0.2% |
| 3Y | +24.8% | +82.2% | -57.4% | -6.3% |
| 5Y | +6.5% | +59.4% | -52.9% | -17.8% |
| 10Y | +294.6% | +129.7% | +164.8% | +159.4% |
| All | +6,154.7% | +3,791.5% | +2,363.2% | +1,439.2% |
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