-47.1%
OPEN vs CHRW
+16.7%
-63.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.3% | -1.8% | -2.4% | -3.6% |
| 30D | -16.2% | -3.9% | -12.3% | -14.9% |
| 3M | -36.4% | -19.7% | -16.6% | -32.1% |
| 6M | -35.5% | -21.7% | -13.7% | -30.6% |
| YTD | -46.0% | -7.5% | -38.4% | -47.8% |
| 1Y | -47.1% | +17.3% | -64.5% | -65.0% |
| All | -47.1% | +16.7% | -63.9% | -65.0% |
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