+46.2%
RF vs CHRW
+53.0%
-6.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +7.0% | -9.4% | +16.4% | +9.3% |
| 3M | -7.0% | -13.3% | +6.2% | -4.4% |
| 6M | +6.8% | -24.2% | +30.9% | +12.4% |
| YTD | +9.9% | -18.9% | +28.8% | +12.8% |
| 1Y | +21.1% | -12.4% | +33.5% | +21.7% |
| 3Y | +119.6% | +72.2% | +47.4% | +78.1% |
| 5Y | +46.2% | +53.4% | -7.2% | +25.0% |
| All | +46.2% | +53.0% | -6.8% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling