+86.7%
AMZN vs CHRW
+79.2%
+7.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.1% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | +2.6% | -4.3% | +6.8% | +2.9% |
| 3M | -2.2% | -7.4% | +5.2% | -1.8% |
| 6M | -1.0% | -20.7% | +19.6% | +0.4% |
| YTD | +15.3% | -15.9% | +31.2% | +15.1% |
| 1Y | +6.9% | -9.9% | +16.7% | +5.5% |
| All | +86.7% | +79.2% | +7.5% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling