+2,433.3%
O vs CHRW
+4,173.0%
-1,739.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -1.9% | -3.5% | +1.6% | -1.1% |
| 3M | +3.8% | -19.4% | +23.2% | +8.7% |
| 6M | -4.7% | -21.4% | +16.6% | -0.2% |
| YTD | +12.5% | -7.1% | +19.6% | +11.9% |
| 1Y | +10.8% | +17.8% | -7.0% | +2.6% |
| 3Y | +28.8% | +78.8% | -50.0% | +3.4% |
| 5Y | +13.2% | +83.5% | -70.3% | -11.9% |
| 10Y | +53.5% | +160.2% | -106.8% | +3.5% |
| All | +2,433.3% | +4,173.0% | -1,739.7% | +1,042.3% |
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