-30.4%
CMCSA vs CHRW
+86.2%
-116.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +3.8% | +0.9% | +2.9% | +3.6% |
| 3M | +12.3% | -19.9% | +32.2% | +15.5% |
| 6M | -15.4% | -15.8% | +0.4% | -13.9% |
| YTD | -2.5% | -5.6% | +3.1% | -3.3% |
| 1Y | -13.4% | +21.0% | -34.4% | -18.3% |
| 3Y | -30.4% | +86.0% | -116.4% | -40.4% |
| All | -30.4% | +86.2% | -116.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling