+14.8%
W vs CHRW
+20.6%
-5.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | 0.0% |
| 7D | +6.5% | +1.9% | +4.5% | +5.8% |
| 30D | -6.2% | +0.9% | -7.2% | -6.6% |
| 3M | +48.9% | -19.9% | +68.8% | +55.7% |
| 6M | +31.2% | -15.8% | +47.0% | +34.0% |
| YTD | -0.4% | -5.6% | +5.1% | +1.1% |
| 1Y | +14.8% | +21.0% | -6.2% | +13.2% |
| All | +14.8% | +20.6% | -5.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling