-69.4%
U vs CHRW
+83.1%
-152.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | +17.5% | -3.5% | +20.9% | +18.6% |
| 3M | +38.7% | -19.4% | +58.1% | +48.0% |
| 6M | +104.4% | -21.4% | +125.8% | +118.6% |
| YTD | -5.7% | -7.1% | +1.5% | -8.1% |
| 1Y | +3.7% | +17.8% | -14.1% | -12.3% |
| 3Y | +12.3% | +78.8% | -66.5% | -28.6% |
| All | -69.4% | +83.1% | -152.5% | -80.6% |
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