+856.9%
CMCSA vs CHRW
+4,173.0%
-3,316.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +7.0% | -3.5% | +10.5% | +8.1% |
| 3M | +15.1% | -19.4% | +34.5% | +22.1% |
| 6M | -15.4% | -21.4% | +6.0% | -10.1% |
| YTD | -1.9% | -7.1% | +5.2% | -2.4% |
| 1Y | -12.7% | +17.8% | -30.5% | -21.0% |
| 3Y | -31.0% | +78.8% | -109.8% | -47.5% |
| 5Y | -46.1% | +83.5% | -129.6% | -60.6% |
| 10Y | +10.8% | +160.2% | -149.4% | -30.8% |
| All | +856.9% | +4,173.0% | -3,316.1% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling