+129.9%
CHRW vs SONY
+373.2%
-243.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.3% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | -3.6% | +11.1% | -14.7% | -5.8% |
| 3M | -9.6% | +14.7% | -24.2% | -12.2% |
| 6M | -17.0% | +18.8% | -35.8% | -20.2% |
| YTD | -15.4% | +5.7% | -21.2% | -16.9% |
| 1Y | -10.0% | -8.1% | -1.9% | -9.0% |
| 3Y | +82.2% | +64.0% | +18.2% | +59.8% |
| 5Y | +59.4% | +12.6% | +46.7% | +48.8% |
| All | +129.9% | +373.2% | -243.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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