+26.3%
W vs CHRW
-22.9%
+49.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | -7.6% | -3.5% | -4.1% | -6.6% |
| 3M | +37.2% | -19.4% | +56.6% | +38.7% |
| 6M | +26.3% | -21.4% | +47.7% | +34.7% |
| All | +26.3% | -22.9% | +49.2% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling