+1,254.4%
AAPL vs CHRW
+182.4%
+1,071.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | -0.5% | +4.4% | -4.9% | -1.7% |
| 30D | +7.1% | +5.5% | +1.6% | +5.4% |
| 3M | +12.1% | -17.3% | +29.4% | +16.9% |
| 6M | +25.4% | -12.7% | +38.1% | +27.7% |
| YTD | +20.5% | -4.1% | +24.6% | +18.1% |
| 1Y | +44.5% | +21.2% | +23.3% | +30.1% |
| 3Y | +85.8% | +88.9% | -3.1% | +39.4% |
| 5Y | +124.8% | +93.1% | +31.7% | +63.8% |
| All | +1,254.4% | +182.4% | +1,071.9% | +795.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling