-28.0%
CMCSA vs CHRW
+68.5%
-96.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +18.6% | -9.4% | +28.0% | +20.0% |
| 3M | -1.8% | -13.3% | +11.4% | -0.3% |
| 6M | -0.7% | -24.2% | +23.5% | +2.1% |
| YTD | -7.8% | -18.9% | +11.0% | -6.9% |
| 1Y | +0.7% | -12.4% | +13.1% | +0.4% |
| 3Y | -28.0% | +72.2% | -100.2% | -38.1% |
| All | -28.0% | +68.5% | -96.5% | -38.1% |
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