+57.4%
MAR vs CHRW
-10.6%
+67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.7% | +4.9% | +2.8% | +7.2% |
| 30D | +19.4% | -4.8% | +24.2% | +19.7% |
| 3M | +23.3% | -13.1% | +36.5% | +24.8% |
| 6M | +22.8% | -16.3% | +39.2% | +22.4% |
| YTD | +37.8% | -15.8% | +53.6% | +30.3% |
| 1Y | +57.4% | -11.1% | +68.5% | +44.9% |
| All | +57.4% | -10.6% | +67.9% | +44.9% |
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