+3,207.6%
MAR vs CHRW
+3,612.9%
-405.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.9% | -3.4% | +6.2% | +4.0% |
| 30D | +17.0% | -9.4% | +26.4% | +20.4% |
| 3M | +23.2% | -12.6% | +35.8% | +27.6% |
| 6M | +21.7% | -24.2% | +45.9% | +30.3% |
| YTD | +38.9% | -18.9% | +57.7% | +43.2% |
| 1Y | +48.7% | -13.7% | +62.3% | +50.0% |
| 3Y | +122.9% | +72.6% | +50.3% | +68.4% |
| 5Y | +177.5% | +55.6% | +121.9% | +113.3% |
| 10Y | +537.5% | +122.7% | +414.8% | +316.7% |
| All | +3,207.6% | +3,612.9% | -405.4% | +1,093.2% |
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 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