+141.5%
W vs CHRW
+168.2%
-26.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.4% |
| 7D | +6.5% | +1.9% | +4.5% | +5.3% |
| 30D | -6.2% | +0.9% | -7.2% | -6.9% |
| 3M | +48.9% | -19.9% | +68.8% | +64.8% |
| 6M | +31.2% | -15.8% | +47.0% | +39.9% |
| YTD | -0.4% | -5.6% | +5.1% | -1.5% |
| 1Y | +14.8% | +21.0% | -6.2% | -4.4% |
| 3Y | +40.5% | +86.0% | -45.5% | -13.6% |
| 5Y | -62.1% | +88.6% | -150.8% | -75.6% |
| 10Y | +141.5% | +169.3% | -27.8% | +21.0% |
| All | +141.5% | +168.2% | -26.7% | +21.0% |
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 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