+620.3%
AMZN vs CHRW
+131.8%
+488.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.6% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | +2.6% | -4.3% | +6.8% | +3.3% |
| 3M | -2.2% | -7.4% | +5.2% | -1.2% |
| 6M | -1.0% | -20.7% | +19.6% | +2.6% |
| YTD | +15.3% | -15.9% | +31.2% | +16.0% |
| 1Y | +6.9% | -9.9% | +16.7% | +5.3% |
| 3Y | +85.4% | +79.0% | +6.4% | +42.0% |
| 5Y | +53.3% | +61.3% | -8.0% | +21.5% |
| 10Y | +620.3% | +128.5% | +491.8% | +408.8% |
| All | +620.3% | +131.8% | +488.6% | +408.8% |
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