-71.4%
OPEN vs CHRW
-10.6%
-60.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.2% | +13.5% | +13.7% |
| 7D | +3.7% | +4.9% | -1.2% | +1.7% |
| 30D | -14.3% | -4.8% | -9.5% | -12.9% |
| 3M | -51.9% | -13.1% | -38.8% | -49.5% |
| 6M | -61.4% | -16.3% | -45.1% | -61.8% |
| YTD | -66.0% | -15.8% | -50.2% | -73.1% |
| 1Y | -71.4% | -11.1% | -60.3% | -80.3% |
| All | -71.4% | -10.6% | -60.8% | -80.3% |
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 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