-78.0%
SE vs CHRW
+49.0%
-127.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -20.0% | -7.3% | -12.7% | -19.0% |
| 3M | -31.8% | -14.2% | -17.6% | -30.3% |
| 6M | -15.9% | -25.1% | +9.2% | -12.7% |
| YTD | -40.6% | -21.2% | -19.5% | -40.0% |
| 1Y | -50.7% | -14.2% | -36.5% | -51.2% |
| 3Y | +70.3% | +63.5% | +6.8% | +35.9% |
| All | -78.0% | +49.0% | -127.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling