+243.6%
W vs CHRW
+131.6%
+112.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.0% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +10.5% | -9.4% | +19.9% | +16.0% |
| 3M | +9.6% | -13.3% | +22.9% | +16.3% |
| 6M | +76.4% | -24.2% | +100.5% | +96.6% |
| YTD | +16.4% | -18.9% | +35.3% | +23.1% |
| 1Y | +9.3% | -12.4% | +21.7% | +10.3% |
| 3Y | +172.8% | +72.2% | +100.6% | +70.4% |
| 5Y | -53.4% | +53.4% | -106.7% | -67.0% |
| 10Y | +243.6% | +127.0% | +116.7% | +101.9% |
| All | +243.6% | +131.6% | +112.0% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling