+358.3%
SE vs CHRW
+110.3%
+248.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.5% | +4.7% | -6.2% | -2.6% |
| 30D | -22.3% | -2.6% | -19.7% | -22.0% |
| 3M | -41.8% | -8.0% | -33.8% | -41.1% |
| 6M | -22.4% | -19.0% | -3.4% | -20.0% |
| YTD | -41.6% | -15.5% | -26.1% | -41.4% |
| 1Y | -48.0% | -10.8% | -37.2% | -48.7% |
| 3Y | +63.9% | +79.8% | -16.0% | +23.0% |
| 5Y | -78.2% | +59.3% | -137.4% | -82.9% |
| All | +358.3% | +110.3% | +248.0% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling