-49.7%
SE vs CHRW
-12.5%
-37.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.8% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | -18.2% | -9.4% | -8.8% | -18.1% |
| 3M | -31.3% | -13.3% | -18.0% | -31.2% |
| 6M | -10.1% | -24.2% | +14.0% | -10.6% |
| YTD | -38.9% | -18.9% | -20.0% | -45.3% |
| All | -49.7% | -12.5% | -37.2% | -57.2% |
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