-40.5%
SE vs CHRW
+20.6%
-61.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +0.6% | +1.9% | -1.3% | +0.5% |
| 30D | -0.1% | +0.9% | -1.0% | -0.1% |
| 3M | +34.1% | -19.9% | +54.0% | +35.6% |
| 6M | +23.2% | -15.8% | +39.0% | +23.3% |
| YTD | -11.2% | -5.6% | -5.6% | -13.5% |
| 1Y | -40.5% | +21.0% | -61.6% | -43.4% |
| All | -40.5% | +20.6% | -61.1% | -43.4% |
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 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