+1,381.0%
NET vs CHRW
+81.6%
+1,299.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -16.4% | +4.9% | -21.2% | -17.6% |
| 30D | -25.8% | -4.8% | -21.0% | -24.9% |
| 3M | -11.5% | -13.1% | +1.6% | -8.1% |
| 6M | +18.9% | -16.3% | +35.3% | +23.2% |
| YTD | +35.2% | -15.8% | +51.0% | +37.7% |
| 1Y | +14.5% | -11.1% | +25.6% | +14.1% |
| 3Y | +313.8% | +75.3% | +238.5% | +198.0% |
| 5Y | +32.6% | +56.0% | -23.5% | +3.2% |
| All | +1,381.0% | +81.6% | +1,299.4% | +855.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling