-86.9%
OPEN vs CHRW
+89.6%
-176.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.8% |
| 7D | -21.7% | +0.2% | -21.9% | -21.5% |
| 30D | -36.5% | -9.4% | -27.1% | -33.2% |
| 3M | -59.5% | -13.3% | -46.3% | -56.9% |
| 6M | -71.9% | -24.2% | -47.7% | -68.9% |
| YTD | -75.8% | -18.9% | -57.0% | -74.4% |
| 1Y | -78.5% | -12.4% | -66.1% | -78.1% |
| 3Y | -30.2% | +72.2% | -102.4% | -56.3% |
| 5Y | -93.3% | +53.4% | -146.7% | -95.2% |
| All | -86.9% | +89.6% | -176.6% | -90.3% |
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 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