+597.0%
SE vs CHRW
+134.9%
+462.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | -0.1% | +0.9% | -1.0% | -0.5% |
| 3M | +34.1% | -19.9% | +54.0% | +40.5% |
| 6M | +23.2% | -15.8% | +39.0% | +26.5% |
| YTD | -11.2% | -5.6% | -5.6% | -12.7% |
| 1Y | -40.5% | +21.0% | -61.6% | -46.3% |
| 3Y | +196.3% | +86.0% | +110.3% | +125.1% |
| 5Y | -67.0% | +88.6% | -155.7% | -75.2% |
| All | +597.0% | +134.9% | +462.1% | +388.3% |
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 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