+366.8%
CSCO vs CHRW
+168.2%
+198.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -0.5% | +1.9% | -2.5% | -1.1% |
| 30D | -10.1% | +0.9% | -11.0% | -10.4% |
| 3M | -11.7% | -19.9% | +8.1% | -7.2% |
| 6M | +40.1% | -15.8% | +55.9% | +44.2% |
| YTD | +43.8% | -5.6% | +49.4% | +43.1% |
| 1Y | +66.6% | +21.0% | +45.6% | +52.8% |
| 3Y | +108.5% | +86.0% | +22.5% | +61.9% |
| 5Y | +114.0% | +88.6% | +25.3% | +59.6% |
| 10Y | +366.8% | +169.3% | +197.5% | +191.5% |
| All | +366.8% | +168.2% | +198.6% | +191.5% |
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