+32.8%
NET vs CHRW
+16.7%
+16.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -7.0% | -1.8% | -5.1% | -6.8% |
| 30D | -4.8% | -3.9% | -0.9% | -4.4% |
| 3M | +3.8% | -19.7% | +23.6% | +5.8% |
| 6M | +50.0% | -21.7% | +71.8% | +51.5% |
| YTD | +41.5% | -7.5% | +49.0% | +43.5% |
| 1Y | +32.8% | +17.3% | +15.5% | +34.9% |
| All | +32.8% | +16.7% | +16.1% | +34.9% |
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