+163.6%
W vs CHRW
+199.4%
-35.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.4% |
| 30D | -7.6% | -3.5% | -4.1% | -6.0% |
| 3M | +37.2% | -19.4% | +56.6% | +50.1% |
| 6M | +26.3% | -21.4% | +47.7% | +39.3% |
| YTD | -1.0% | -7.1% | +6.2% | -0.8% |
| 1Y | +20.1% | +17.8% | +2.3% | +3.7% |
| 3Y | +37.8% | +78.8% | -41.0% | -7.9% |
| 5Y | -63.7% | +83.5% | -147.2% | -74.9% |
| 10Y | +156.3% | +160.2% | -3.9% | +54.4% |
| All | +163.6% | +199.4% | -35.8% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling