+129.8%
CHRW vs STLA
-3.1%
+132.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +1.3% |
| 7D | +4.7% | -13.1% | +17.8% | +6.6% |
| 30D | -2.6% | -13.3% | +10.7% | -1.2% |
| 3M | -8.0% | -27.9% | +19.9% | -4.5% |
| 6M | -19.0% | -47.8% | +28.8% | -12.0% |
| YTD | -15.5% | -64.6% | +49.1% | -3.9% |
| 1Y | -10.8% | -64.0% | +53.2% | +1.0% |
| 3Y | +79.8% | -76.8% | +156.6% | +111.3% |
| 5Y | +59.3% | -74.2% | +133.4% | +79.7% |
| All | +129.8% | -3.1% | +132.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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