+229.3%
CHRW vs STLA
+189.9%
+39.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.6% | -4.5% | +5.1% | +1.0% |
| 30D | -7.3% | -3.9% | -3.4% | -7.2% |
| 3M | -14.2% | -20.2% | +6.0% | -12.5% |
| 6M | -25.1% | -42.2% | +17.1% | -21.0% |
| YTD | -21.2% | -59.3% | +38.2% | -14.3% |
| 1Y | -14.2% | -56.1% | +41.9% | -7.6% |
| 3Y | +63.5% | -73.7% | +137.2% | +82.3% |
| 5Y | +49.6% | -70.3% | +119.9% | +62.3% |
| 10Y | +129.4% | +23.1% | +106.3% | +115.9% |
| All | +229.3% | +189.9% | +39.5% | +207.6% |
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