+86.8%
CHRW vs STLD
+292.4%
-205.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -1.4% | +3.1% | -4.6% | -2.1% |
| 30D | -3.5% | -9.0% | +5.5% | -1.8% |
| 3M | -19.4% | -12.4% | -7.0% | -17.6% |
| 6M | -21.4% | +25.5% | -46.9% | -25.7% |
| YTD | -7.1% | +43.6% | -50.8% | -14.7% |
| 1Y | +17.8% | +87.2% | -69.4% | +2.1% |
| 3Y | +78.8% | +135.2% | -56.5% | +44.4% |
| All | +86.8% | +292.4% | -205.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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