+53.4%
CHRW vs STLD
+269.6%
-216.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | +0.2% | -9.7% | +9.9% | +2.1% |
| 30D | -9.4% | -4.5% | -4.8% | -8.7% |
| 3M | -13.3% | -13.1% | -0.2% | -11.3% |
| 6M | -24.2% | -2.8% | -21.4% | -24.5% |
| YTD | -18.9% | +35.3% | -54.2% | -25.0% |
| 1Y | -12.4% | +51.4% | -63.7% | -20.8% |
| 3Y | +72.2% | +117.9% | -45.7% | +40.4% |
| 5Y | +53.4% | +272.6% | -219.2% | +12.8% |
| All | +53.4% | +269.6% | -216.2% | +12.8% |
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