+26.4%
MAR vs CHRW
+23.5%
+3.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -2.1% | +4.4% | -6.4% | -2.5% |
| 30D | -5.7% | +5.5% | -11.1% | -6.2% |
| 3M | -14.6% | -17.3% | +2.6% | -13.5% |
| 6M | +1.3% | -12.7% | +14.0% | +1.5% |
| YTD | +6.7% | -4.1% | +10.8% | +5.6% |
| 1Y | +26.4% | +21.2% | +5.2% | +22.9% |
| All | +26.4% | +23.5% | +3.0% | +22.9% |
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