-26.3%
U vs CHRW
+43.0%
-69.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +24.4% | -3.4% | +27.7% | +25.5% |
| 30D | +7.4% | -9.4% | +16.7% | +10.5% |
| 3M | +16.8% | -12.6% | +29.4% | +20.9% |
| 6M | +78.8% | -24.2% | +102.9% | +90.2% |
| YTD | +14.0% | -18.9% | +32.8% | +15.7% |
| 1Y | +16.7% | -13.7% | +30.4% | +15.2% |
| 3Y | +86.4% | +72.6% | +13.8% | +23.5% |
| 5Y | -71.5% | +55.6% | -127.0% | -78.6% |
| All | -26.3% | +43.0% | -69.4% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling