+109.3%
RF vs CHRW
+67.8%
+41.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +5.0% | -5.0% | +10.0% | +5.9% |
| 3M | -10.0% | -16.1% | +6.1% | -7.0% |
| 6M | +3.3% | -22.6% | +26.0% | +7.5% |
| YTD | +7.9% | -19.3% | +27.2% | +10.6% |
| 1Y | +21.2% | -14.9% | +36.2% | +22.6% |
| All | +109.3% | +67.8% | +41.5% | +75.9% |
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