+144.2%
RF vs CHRW
+3,613.5%
-3,469.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -2.0% |
| 30D | +5.0% | -5.0% | +10.0% | +6.6% |
| 3M | -10.0% | -16.1% | +6.1% | -4.7% |
| 6M | +3.3% | -22.6% | +26.0% | +11.1% |
| YTD | +7.9% | -19.3% | +27.2% | +12.7% |
| 1Y | +21.2% | -14.9% | +36.2% | +23.8% |
| 3Y | +105.8% | +68.0% | +37.8% | +52.2% |
| 5Y | +43.7% | +53.2% | -9.4% | +7.1% |
| 10Y | +289.4% | +134.8% | +154.6% | +138.7% |
| All | +144.2% | +3,613.5% | -3,469.4% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling