+32.8%
NET vs CHRW
+17.2%
+15.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.1% |
| 7D | -7.0% | -1.4% | -5.6% | -6.8% |
| 30D | -4.8% | -3.5% | -1.3% | -4.4% |
| 3M | +3.8% | -19.4% | +23.2% | +5.7% |
| 6M | +50.0% | -21.4% | +71.4% | +51.5% |
| YTD | +41.5% | -7.1% | +48.6% | +43.4% |
| 1Y | +32.8% | +17.8% | +15.0% | +34.8% |
| All | +32.8% | +17.2% | +15.6% | +34.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling