-7.2%
T vs CHRW
+20.6%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -1.5% | +1.9% | -3.5% | -1.4% |
| 30D | +7.6% | +0.9% | +6.7% | +7.7% |
| 3M | +15.3% | -19.9% | +35.2% | +13.8% |
| 6M | -8.5% | -15.8% | +7.3% | -9.6% |
| YTD | +6.8% | -5.6% | +12.4% | +5.6% |
| 1Y | -7.2% | +21.0% | -28.3% | -9.9% |
| All | -7.2% | +20.6% | -27.8% | -9.9% |
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