+21.0%
CHRW vs STZ
-16.0%
+37.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.7% |
| 7D | +1.9% | -7.4% | +9.3% | +2.1% |
| 30D | +0.9% | -10.9% | +11.8% | +1.2% |
| 3M | -19.9% | -13.4% | -6.4% | -19.7% |
| 6M | -15.8% | -16.2% | +0.4% | -15.4% |
| YTD | -5.6% | -10.4% | +4.9% | -5.4% |
| 1Y | +21.0% | -14.8% | +35.8% | +22.3% |
| All | +21.0% | -16.0% | +37.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling