+4,266.9%
CHRW vs SONY
+204.7%
+4,062.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -3.5% | +9.4% | -12.9% | -5.7% |
| 3M | -19.4% | +10.5% | -29.9% | -21.7% |
| 6M | -21.4% | +11.7% | -33.1% | -24.0% |
| YTD | -7.1% | -4.1% | -3.1% | -6.9% |
| 1Y | +17.8% | -11.8% | +29.6% | +20.2% |
| 3Y | +78.8% | +45.9% | +32.9% | +57.8% |
| 5Y | +83.5% | +16.3% | +67.2% | +68.7% |
| 10Y | +160.2% | +297.6% | -137.4% | +66.8% |
| All | +4,266.9% | +204.7% | +4,062.2% | +1,822.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling