+330.5%
CSCO vs CHRW
+131.8%
+198.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.7% |
| 30D | -12.6% | -4.3% | -8.4% | -11.8% |
| 3M | -16.0% | -7.4% | -8.6% | -14.9% |
| 6M | +2.8% | -20.7% | +23.5% | +7.2% |
| YTD | +33.2% | -15.9% | +49.1% | +35.9% |
| 1Y | +43.1% | -9.9% | +53.0% | +42.9% |
| 3Y | +106.7% | +79.0% | +27.7% | +60.1% |
| 5Y | +103.6% | +61.3% | +42.2% | +58.8% |
| 10Y | +330.5% | +128.5% | +202.0% | +176.5% |
| All | +330.5% | +131.8% | +198.7% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling