+2,498.9%
MAR vs CHRW
+4,149.8%
-1,650.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -4.2% | -1.4% | -2.7% | -3.7% |
| 30D | -6.7% | -3.5% | -3.2% | -5.7% |
| 3M | -12.5% | -19.4% | +6.9% | -7.3% |
| 6M | +0.6% | -21.4% | +21.9% | +7.0% |
| YTD | +9.1% | -7.1% | +16.2% | +8.5% |
| 1Y | +26.2% | +17.8% | +8.4% | +14.4% |
| 3Y | +68.2% | +78.8% | -10.6% | +27.0% |
| 5Y | +163.9% | +83.5% | +80.4% | +93.2% |
| 10Y | +420.6% | +160.2% | +260.3% | +225.7% |
| All | +2,498.9% | +4,149.8% | -1,650.8% | +804.3% |
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