+3,695.2%
CHRW vs STLD
+6,008.4%
-2,313.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.6% | +3.5% | -2.4% |
| 7D | +0.7% | -12.5% | +13.2% | +3.7% |
| 30D | -5.0% | -6.8% | +1.8% | -3.6% |
| 3M | -16.1% | -16.4% | +0.3% | -13.1% |
| 6M | -22.6% | -6.1% | -16.5% | -22.4% |
| YTD | -19.3% | +32.0% | -51.3% | -25.4% |
| 1Y | -14.9% | +45.5% | -60.4% | -23.1% |
| 3Y | +68.0% | +106.5% | -38.5% | +37.0% |
| 5Y | +53.2% | +267.2% | -214.0% | +6.0% |
| 10Y | +134.8% | +878.9% | -744.0% | +19.5% |
| All | +3,695.2% | +6,008.4% | -2,313.2% | +805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling