+3,297.7%
V vs CHRW
+269.9%
+3,027.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.0% |
| 7D | -0.4% | +4.7% | -5.1% | -1.9% |
| 30D | +6.3% | -2.6% | +8.9% | +6.8% |
| 3M | +17.2% | -8.0% | +25.2% | +19.0% |
| 6M | +29.2% | -19.0% | +48.2% | +34.8% |
| YTD | +20.8% | -15.5% | +36.3% | +22.2% |
| 1Y | +25.0% | -10.8% | +35.8% | +24.1% |
| 3Y | +75.3% | +79.8% | -4.5% | +28.2% |
| 5Y | +105.8% | +59.3% | +46.6% | +52.4% |
| 10Y | +451.9% | +129.6% | +322.3% | +228.4% |
| All | +3,297.7% | +269.9% | +3,027.9% | +1,372.1% |
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