+1,512.7%
CSCO vs CHRW
+3,527.3%
-2,014.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | -10.2% | +0.6% | -10.8% | -10.4% |
| 30D | -20.1% | -7.3% | -12.8% | -18.2% |
| 3M | -22.4% | -14.2% | -8.2% | -18.8% |
| 6M | +2.8% | -25.1% | +27.9% | +11.0% |
| YTD | +23.6% | -21.2% | +44.8% | +29.8% |
| 1Y | +34.0% | -14.2% | +48.2% | +36.2% |
| 3Y | +89.3% | +63.5% | +25.7% | +42.9% |
| 5Y | +87.9% | +49.6% | +38.3% | +42.5% |
| 10Y | +314.9% | +129.4% | +185.5% | +154.0% |
| All | +1,512.7% | +3,527.3% | -2,014.6% | +174.1% |
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