+129.9%
CHRW vs STZ
+13.4%
+116.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +7.3% | +2.6% | +4.7% | +6.7% |
| 30D | -3.6% | +15.2% | -18.8% | -6.7% |
| 3M | -9.6% | +7.6% | -17.2% | -11.3% |
| 6M | -17.0% | +5.3% | -22.3% | -18.4% |
| YTD | -15.4% | +8.6% | -24.1% | -18.1% |
| 1Y | -10.0% | +15.6% | -25.6% | -14.2% |
| 3Y | +82.2% | -35.2% | +117.3% | +97.7% |
| 5Y | +59.4% | -29.1% | +88.4% | +68.3% |
| All | +129.9% | +13.4% | +116.6% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling