+228.6%
ABT vs CHRW
+131.8%
+96.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.7% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +8.0% | -4.3% | +12.3% | +8.6% |
| 3M | +0.2% | -7.4% | +7.6% | +0.9% |
| 6M | +34.1% | -20.7% | +54.8% | +38.0% |
| YTD | -10.6% | -15.9% | +5.3% | -9.9% |
| 1Y | -11.8% | -9.9% | -1.9% | -12.4% |
| 3Y | +23.9% | +79.0% | -55.1% | +2.0% |
| 5Y | -5.1% | +61.3% | -66.5% | -21.7% |
| 10Y | +228.6% | +128.5% | +100.1% | +131.1% |
| All | +228.6% | +131.8% | +96.8% | +131.1% |
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