+104.4%
U vs CHRW
-22.9%
+127.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -0.9% |
| 7D | -3.8% | -1.4% | -2.4% | -4.0% |
| 30D | +17.5% | -3.5% | +20.9% | +17.1% |
| 3M | +38.7% | -19.4% | +58.1% | +37.3% |
| 6M | +104.4% | -21.4% | +125.8% | +104.7% |
| All | +104.4% | -22.9% | +127.3% | +104.7% |
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