-25.6%
ADSK vs CHRW
+94.0%
-119.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -10.9% | +4.4% | -15.3% | -11.9% |
| 30D | -15.9% | +5.5% | -21.4% | -17.0% |
| 3M | -4.4% | -17.3% | +12.9% | -0.8% |
| 6M | -16.6% | -12.7% | -4.0% | -15.3% |
| YTD | -28.5% | -4.1% | -24.4% | -29.8% |
| 1Y | -34.6% | +21.2% | -55.9% | -40.6% |
| 3Y | -3.5% | +88.9% | -92.4% | -27.3% |
| 5Y | -25.6% | +93.1% | -118.7% | -45.1% |
| All | -25.6% | +94.0% | -119.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling