+67.7%
ASML vs CHRW
+48.6%
+19.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -8.4% |
| 7D | -19.0% | +0.7% | -19.7% | -19.1% |
| 30D | -25.9% | -5.0% | -20.9% | -25.3% |
| 3M | -19.1% | -16.1% | -3.0% | -16.3% |
| 6M | -5.7% | -22.6% | +16.9% | -1.3% |
| YTD | +27.6% | -19.3% | +46.9% | +30.8% |
| 1Y | +30.8% | -14.9% | +45.7% | +32.2% |
| 3Y | +116.2% | +68.0% | +48.2% | +70.4% |
| 5Y | +67.7% | +53.2% | +14.5% | +45.7% |
| All | +67.7% | +48.6% | +19.0% | +45.7% |
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