+120.5%
CHRW vs STZ
+9.8%
+110.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +0.6% | +4.9% | -4.3% | -0.5% |
| 30D | -7.3% | +20.9% | -28.2% | -11.2% |
| 3M | -14.2% | +8.0% | -22.2% | -15.9% |
| 6M | -25.1% | -5.3% | -19.8% | -24.5% |
| YTD | -21.2% | +5.9% | -27.1% | -23.2% |
| 1Y | -14.2% | +14.2% | -28.4% | -18.0% |
| 3Y | +63.5% | -37.0% | +100.5% | +78.6% |
| 5Y | +49.6% | -29.7% | +79.3% | +58.3% |
| All | +120.5% | +9.8% | +110.7% | +119.5% |
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