+215.4%
ADSK vs CHRW
+183.1%
+32.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | +3.5% | -6.0% | -3.6% |
| 30D | -14.9% | +4.6% | -19.5% | -16.1% |
| 3M | +3.3% | -19.7% | +23.0% | +9.6% |
| 6M | -15.7% | -12.4% | -3.2% | -13.9% |
| YTD | -28.2% | -3.9% | -24.3% | -29.7% |
| 1Y | -34.5% | +18.4% | -52.9% | -41.2% |
| 3Y | -2.9% | +88.8% | -91.7% | -30.6% |
| 5Y | -25.3% | +93.5% | -118.9% | -48.1% |
| All | +215.4% | +183.1% | +32.3% | +83.7% |
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 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