+321.5%
CSCO vs CHRW
+131.6%
+189.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.3% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -16.7% | -9.4% | -7.3% | -14.7% |
| 3M | -18.4% | -13.3% | -5.2% | -15.9% |
| 6M | +2.9% | -24.2% | +27.1% | +8.6% |
| YTD | +30.4% | -18.9% | +49.3% | +34.3% |
| 1Y | +41.4% | -12.4% | +53.7% | +42.2% |
| 3Y | +104.7% | +72.2% | +32.4% | +60.3% |
| 5Y | +96.9% | +53.4% | +43.6% | +56.1% |
| 10Y | +321.5% | +127.0% | +194.5% | +168.9% |
| All | +321.5% | +131.6% | +189.9% | +168.9% |
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