+2,385.0%
O vs CHRW
+3,633.2%
-1,248.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | 0.0% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | +10.3% | -9.4% | +19.7% | +12.8% |
| 3M | -3.5% | -13.3% | +9.8% | -0.6% |
| 6M | -1.3% | -24.2% | +22.9% | +4.1% |
| YTD | +10.3% | -18.9% | +29.2% | +12.8% |
| 1Y | +10.4% | -12.4% | +22.8% | +10.5% |
| 3Y | +40.0% | +72.2% | -32.2% | +12.5% |
| 5Y | +12.4% | +53.4% | -41.0% | -8.9% |
| 10Y | +78.2% | +127.0% | -48.7% | +23.7% |
| All | +2,385.0% | +3,633.2% | -1,248.3% | +1,052.1% |
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