-40.9%
SE vs CHRW
+16.7%
-57.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -6.1% | -1.8% | -4.3% | -6.0% |
| 30D | -2.5% | -3.9% | +1.4% | -2.2% |
| 3M | +21.7% | -19.7% | +41.5% | +22.8% |
| 6M | +27.0% | -21.7% | +48.7% | +28.0% |
| YTD | -12.1% | -7.5% | -4.6% | -14.4% |
| 1Y | -40.9% | +17.3% | -58.2% | -43.9% |
| All | -40.9% | +16.7% | -57.7% | -43.9% |
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