+209.7%
ABT vs CHRW
+170.5%
+39.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.7% | +4.1% | -8.8% | -5.5% |
| 30D | -3.1% | +1.9% | -5.0% | -3.5% |
| 3M | +16.1% | -21.2% | +37.3% | +20.6% |
| 6M | -5.3% | -16.7% | +11.3% | -3.1% |
| YTD | -14.4% | -5.4% | -9.1% | -15.1% |
| 1Y | -18.4% | +21.2% | -39.6% | -23.6% |
| 3Y | +11.2% | +86.5% | -75.3% | -8.1% |
| 5Y | -9.4% | +93.0% | -102.4% | -27.9% |
| 10Y | +209.7% | +174.5% | +35.2% | +107.1% |
| All | +209.7% | +170.5% | +39.2% | +107.1% |
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