+88.7%
U vs CHRW
-23.7%
+112.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +5.3% |
| 7D | +36.6% | +0.6% | +36.0% | +36.3% |
| 30D | +13.3% | -7.3% | +20.6% | +12.9% |
| 3M | +26.2% | -14.2% | +40.3% | +24.5% |
| 6M | +88.7% | -25.1% | +113.8% | +82.5% |
| All | +88.7% | -23.7% | +112.4% | +82.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling