-48.8%
SE vs CHRW
-10.6%
-38.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.2% | +4.4% |
| 7D | +6.7% | +4.9% | +1.8% | +6.5% |
| 30D | -17.2% | -4.8% | -12.4% | -17.2% |
| 3M | -28.0% | -13.1% | -14.9% | -27.8% |
| 6M | -6.1% | -16.3% | +10.2% | -7.6% |
| YTD | -37.1% | -15.8% | -21.3% | -43.9% |
| 1Y | -48.8% | -11.1% | -37.6% | -56.3% |
| All | -48.8% | -10.6% | -38.2% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling