-37.5%
U vs CHRW
+66.4%
-103.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +2.0% |
| 7D | +4.5% | +1.9% | +2.5% | +3.8% |
| 30D | -0.6% | +0.9% | -1.5% | -1.0% |
| 3M | +48.4% | -19.9% | +68.3% | +58.2% |
| 6M | +115.4% | -15.8% | +131.2% | +122.6% |
| YTD | -3.2% | -5.6% | +2.4% | -5.7% |
| 1Y | -6.0% | +21.0% | -27.1% | -19.6% |
| 3Y | +13.5% | +86.0% | -72.6% | -24.3% |
| 5Y | -68.0% | +88.6% | -156.6% | -77.1% |
| All | -37.5% | +66.4% | -103.9% | -53.0% |
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