+171.0%
W vs CHRW
+80.1%
+90.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.2% | +7.3% | -7.1% | -2.8% |
| 30D | +6.8% | -3.6% | +10.4% | +8.0% |
| 3M | +10.7% | -9.6% | +20.3% | +13.9% |
| 6M | +86.3% | -17.0% | +103.3% | +93.3% |
| YTD | +11.5% | -15.4% | +26.9% | +13.9% |
| 1Y | +5.1% | -10.0% | +15.1% | +4.0% |
| 3Y | +171.0% | +82.2% | +88.8% | +69.1% |
| All | +171.0% | +80.1% | +90.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling