-68.1%
SE vs CHRW
+83.1%
-151.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -6.1% | -1.4% | -4.7% | -5.8% |
| 30D | -2.5% | -3.5% | +1.0% | -1.9% |
| 3M | +21.7% | -19.4% | +41.1% | +26.0% |
| 6M | +27.0% | -21.4% | +48.4% | +31.7% |
| YTD | -12.1% | -7.1% | -5.0% | -13.3% |
| 1Y | -40.9% | +17.8% | -58.7% | -45.6% |
| 3Y | +191.0% | +78.8% | +112.2% | +134.0% |
| All | -68.1% | +83.1% | -151.2% | -74.8% |
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