+122.9%
MAR vs CHRW
+70.9%
+52.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.9% | -3.4% | +6.2% | +3.3% |
| 30D | +17.0% | -9.4% | +26.4% | +18.3% |
| 3M | +23.2% | -12.6% | +35.8% | +24.8% |
| 6M | +21.7% | -24.2% | +45.9% | +24.7% |
| YTD | +38.9% | -18.9% | +57.7% | +40.0% |
| 1Y | +48.7% | -13.7% | +62.3% | +48.5% |
| 3Y | +122.9% | +72.6% | +50.3% | +99.2% |
| All | +122.9% | +70.9% | +52.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling