+48.6%
CHRW vs STLA
-70.1%
+118.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.6% | -4.5% | +5.1% | +1.1% |
| 30D | -7.3% | -3.9% | -3.4% | -7.0% |
| 3M | -14.2% | -20.2% | +6.0% | -12.0% |
| 6M | -25.1% | -42.2% | +17.1% | -19.9% |
| YTD | -21.2% | -59.3% | +38.2% | -12.3% |
| 1Y | -14.2% | -56.1% | +41.9% | -5.8% |
| 3Y | +63.5% | -73.7% | +137.2% | +87.1% |
| All | +48.6% | -70.1% | +118.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling