-30.0%
OPEN vs CHRW
+63.9%
-93.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.3% | -19.5% | -21.0% |
| 7D | -22.2% | +0.6% | -22.8% | -22.1% |
| 30D | -38.3% | -7.3% | -31.0% | -36.6% |
| 3M | -59.4% | -14.2% | -45.2% | -57.3% |
| 6M | -74.4% | -25.1% | -49.3% | -72.5% |
| YTD | -76.0% | -21.2% | -54.8% | -74.6% |
| 1Y | -78.7% | -14.2% | -64.5% | -78.0% |
| 3Y | -30.0% | +63.5% | -93.5% | -44.2% |
| All | -30.0% | +63.9% | -93.9% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling