+15.8%
BABA vs CHRW
+131.6%
-115.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -4.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | -5.4% | -9.4% | +4.0% | -3.5% |
| 3M | -17.9% | -13.3% | -4.7% | -15.9% |
| 6M | -24.1% | -24.2% | +0.1% | -20.5% |
| YTD | -27.4% | -18.9% | -8.6% | -26.4% |
| 1Y | -36.1% | -12.4% | -23.7% | -36.6% |
| 3Y | +35.4% | +72.2% | -36.9% | +5.8% |
| 5Y | -30.1% | +53.4% | -83.5% | -44.1% |
| 10Y | +15.8% | +127.0% | -111.1% | -14.2% |
| All | +15.8% | +131.6% | -115.8% | -14.2% |
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 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