-78.0%
SE vs CHRW
+58.8%
-136.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.5% | +7.3% | -7.8% | -1.8% |
| 30D | -20.9% | -3.6% | -17.4% | -20.6% |
| 3M | -38.9% | -9.6% | -29.3% | -38.1% |
| 6M | -19.4% | -17.0% | -2.4% | -18.1% |
| YTD | -40.9% | -15.4% | -25.5% | -41.0% |
| 1Y | -46.2% | -10.0% | -36.2% | -47.2% |
| 3Y | +63.7% | +82.2% | -18.4% | +26.8% |
| All | -78.0% | +58.8% | -136.8% | -80.7% |
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