+379.5%
SE vs CHRW
+101.9%
+277.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -18.2% | -9.4% | -8.8% | -16.3% |
| 3M | -31.3% | -13.3% | -18.0% | -29.4% |
| 6M | -10.1% | -24.2% | +14.0% | -5.7% |
| YTD | -38.9% | -18.9% | -20.0% | -38.1% |
| 1Y | -48.0% | -12.4% | -35.6% | -48.5% |
| 3Y | +78.8% | +72.2% | +6.6% | +35.7% |
| 5Y | -77.1% | +53.4% | -130.5% | -81.9% |
| All | +379.5% | +101.9% | +277.6% | +246.4% |
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 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