-24.7%
U vs CHRW
+39.0%
-63.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +36.6% | +0.6% | +36.0% | +35.9% |
| 30D | +13.3% | -7.3% | +20.6% | +15.6% |
| 3M | +26.2% | -14.2% | +40.3% | +31.4% |
| 6M | +88.7% | -25.1% | +113.8% | +101.4% |
| YTD | +16.6% | -21.2% | +37.7% | +19.6% |
| 1Y | +29.0% | -14.2% | +43.1% | +27.2% |
| 3Y | +99.5% | +63.5% | +36.0% | +35.6% |
| 5Y | -66.1% | +49.6% | -115.7% | -74.4% |
| All | -24.7% | +39.0% | -63.6% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling