+43.7%
RF vs CHRW
+48.6%
-4.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +5.0% | -5.0% | +10.0% | +6.0% |
| 3M | -10.0% | -16.1% | +6.1% | -6.7% |
| 6M | +3.3% | -22.6% | +26.0% | +8.1% |
| YTD | +7.9% | -19.3% | +27.2% | +10.9% |
| 1Y | +21.2% | -14.9% | +36.2% | +22.8% |
| 3Y | +105.8% | +68.0% | +37.8% | +68.1% |
| 5Y | +43.7% | +53.2% | -9.4% | +22.6% |
| All | +43.7% | +48.6% | -4.9% | +22.6% |
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