+3,214.7%
MAR vs CHRW
+3,750.2%
-535.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +16.2% | -4.3% | +20.5% | +17.4% |
| 3M | +23.1% | -7.4% | +30.5% | +25.0% |
| 6M | +22.0% | -20.7% | +42.7% | +28.5% |
| YTD | +39.2% | -15.9% | +55.0% | +41.8% |
| 1Y | +48.3% | -9.9% | +58.1% | +47.4% |
| 3Y | +123.4% | +79.0% | +44.4% | +66.7% |
| 5Y | +185.4% | +61.3% | +124.0% | +116.7% |
| 10Y | +539.2% | +128.5% | +410.6% | +314.2% |
| All | +3,214.7% | +3,750.2% | -535.6% | +1,081.1% |
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