+288.0%
CHRW vs STLA
+263.8%
+24.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | -3.5% | -1.2% | -2.2% | -3.4% |
| 3M | -19.4% | -24.8% | +5.4% | -17.0% |
| 6M | -21.4% | -25.6% | +4.2% | -19.1% |
| YTD | -7.1% | -48.9% | +41.8% | -1.1% |
| 1Y | +17.8% | -38.8% | +56.6% | +22.2% |
| 3Y | +78.8% | -64.5% | +143.3% | +93.7% |
| 5Y | +83.5% | -62.4% | +146.0% | +94.9% |
| 10Y | +160.2% | +55.4% | +104.8% | +139.8% |
| All | +288.0% | +263.8% | +24.1% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling