+161.4%
RF vs CHRW
+4,173.0%
-4,011.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.9% |
| 30D | -3.6% | -3.5% | -0.1% | -2.4% |
| 3M | +8.1% | -19.4% | +27.5% | +15.8% |
| 6M | +11.5% | -21.4% | +32.8% | +19.9% |
| YTD | +15.6% | -7.1% | +22.7% | +15.4% |
| 1Y | +15.7% | +17.8% | -2.1% | +3.7% |
| 3Y | +86.9% | +78.8% | +8.1% | +36.2% |
| 5Y | +89.8% | +83.5% | +6.3% | +32.7% |
| 10Y | +344.7% | +160.2% | +184.4% | +164.4% |
| All | +161.4% | +4,173.0% | -4,011.5% | -10.4% |
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