+45.9%
CSCO vs CHRW
-10.6%
+56.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -6.1% | +4.9% | -10.9% | -6.7% |
| 30D | -8.2% | -4.8% | -3.3% | -7.7% |
| 3M | -14.6% | -13.1% | -1.4% | -12.9% |
| 6M | +12.7% | -16.3% | +29.1% | +12.4% |
| YTD | +37.0% | -15.8% | +52.8% | +41.1% |
| 1Y | +45.9% | -11.1% | +57.1% | +47.8% |
| All | +45.9% | -10.6% | +56.5% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling