+45.8%
AMZN vs CHRW
+90.3%
-44.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | -6.4% | +0.9% | -7.3% | -6.6% |
| 3M | +4.8% | -19.9% | +24.7% | +9.2% |
| 6M | +20.5% | -15.8% | +36.3% | +23.3% |
| YTD | +11.3% | -5.6% | +16.9% | +9.4% |
| 1Y | +9.0% | +21.0% | -12.1% | -1.5% |
| 3Y | +85.9% | +86.0% | -0.1% | +41.7% |
| 5Y | +45.8% | +88.6% | -42.9% | +12.2% |
| All | +45.8% | +90.3% | -44.5% | +12.2% |
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