+177.7%
CHRW vs SONY
+286.8%
-109.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.4% | -5.8% | +10.1% | +5.6% |
| 30D | +5.5% | -0.4% | +5.9% | +5.5% |
| 3M | -17.3% | +13.3% | -30.6% | -19.6% |
| 6M | -12.7% | +8.5% | -21.1% | -14.5% |
| YTD | -4.1% | -8.1% | +4.0% | -3.0% |
| 1Y | +21.2% | -17.9% | +39.1% | +25.3% |
| 3Y | +88.9% | +41.4% | +47.5% | +71.0% |
| 5Y | +93.1% | +9.3% | +83.8% | +81.2% |
| All | +177.7% | +286.8% | -109.2% | +106.2% |
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