-55.9%
W vs CHRW
+58.8%
-114.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.2% | +7.3% | -7.1% | -4.0% |
| 30D | +6.8% | -3.6% | +10.4% | +8.4% |
| 3M | +10.7% | -9.6% | +20.3% | +15.1% |
| 6M | +86.3% | -17.0% | +103.3% | +96.9% |
| YTD | +11.5% | -15.4% | +26.9% | +13.9% |
| 1Y | +5.1% | -10.0% | +15.1% | +2.5% |
| 3Y | +171.0% | +82.2% | +88.8% | +34.8% |
| All | -55.9% | +58.8% | -114.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling