-63.1%
W vs CHRW
+83.1%
-146.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.8% |
| 7D | -4.2% | -1.4% | -2.8% | -3.3% |
| 30D | -7.6% | -3.5% | -4.1% | -5.6% |
| 3M | +37.2% | -19.4% | +56.6% | +52.5% |
| 6M | +26.3% | -21.4% | +47.7% | +41.7% |
| YTD | -1.0% | -7.1% | +6.2% | -2.3% |
| 1Y | +20.1% | +17.8% | +2.3% | -3.2% |
| 3Y | +37.8% | +78.8% | -41.0% | -24.9% |
| All | -63.1% | +83.1% | -146.2% | -77.9% |
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 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