+1,776.5%
CSCO vs CHRW
+4,173.0%
-2,396.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -10.1% | -3.5% | -6.7% | -9.1% |
| 3M | -15.7% | -19.4% | +3.7% | -10.1% |
| 6M | +36.3% | -21.4% | +57.6% | +45.3% |
| YTD | +43.8% | -7.1% | +51.0% | +43.6% |
| 1Y | +63.9% | +17.8% | +46.1% | +48.1% |
| 3Y | +104.4% | +78.8% | +25.6% | +50.9% |
| 5Y | +111.4% | +83.5% | +27.8% | +49.7% |
| 10Y | +361.7% | +160.2% | +201.4% | +172.7% |
| All | +1,776.5% | +4,173.0% | -2,396.5% | +203.2% |
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