+428.8%
MAR vs CHRW
+178.8%
+250.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.5% | +4.1% | -4.5% | -1.6% |
| 30D | -4.7% | +1.9% | -6.6% | -5.3% |
| 3M | -15.6% | -21.2% | +5.6% | -10.7% |
| 6M | +1.2% | -16.7% | +17.9% | +4.8% |
| YTD | +7.5% | -5.4% | +12.9% | +6.0% |
| 1Y | +26.6% | +21.2% | +5.4% | +14.4% |
| 3Y | +66.0% | +86.5% | -20.5% | +25.4% |
| 5Y | +154.1% | +93.0% | +61.1% | +84.5% |
| All | +428.8% | +178.8% | +250.0% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling