+2,926.4%
V vs CHRW
+306.3%
+2,620.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | +2.0% | -3.5% | +5.4% | +2.9% |
| 3M | +17.4% | -19.4% | +36.8% | +24.2% |
| 6M | +17.5% | -21.4% | +38.9% | +24.5% |
| YTD | +7.6% | -7.1% | +14.7% | +6.7% |
| 1Y | +7.7% | +17.8% | -10.1% | -2.7% |
| 3Y | +54.7% | +78.8% | -24.1% | +15.1% |
| 5Y | +73.0% | +83.5% | -10.5% | +22.8% |
| 10Y | +390.9% | +160.2% | +230.6% | +181.9% |
| All | +2,926.4% | +306.3% | +2,620.1% | +1,185.0% |
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