+85.9%
AMZN vs CHRW
+86.2%
-0.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.8% | +1.9% | -1.1% | +0.6% |
| 30D | -6.4% | +0.9% | -7.3% | -6.5% |
| 3M | +4.8% | -19.9% | +24.7% | +7.2% |
| 6M | +20.5% | -15.8% | +36.3% | +21.9% |
| YTD | +11.3% | -5.6% | +16.9% | +10.1% |
| 1Y | +9.0% | +21.0% | -12.1% | +2.9% |
| 3Y | +85.9% | +86.0% | -0.1% | +61.1% |
| All | +85.9% | +86.2% | -0.3% | +61.1% |
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 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