+1,593.1%
CSCO vs CHRW
+3,633.2%
-2,040.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -3.4% | -1.3% | -3.4% |
| 30D | -17.1% | -9.4% | -7.7% | -14.3% |
| 3M | -19.6% | -12.6% | -7.0% | -16.4% |
| 6M | +2.4% | -24.2% | +26.6% | +10.2% |
| YTD | +29.8% | -18.9% | +48.6% | +34.9% |
| 1Y | +38.7% | -13.7% | +52.4% | +40.7% |
| 3Y | +101.3% | +72.6% | +28.8% | +49.0% |
| 5Y | +94.8% | +55.6% | +39.3% | +45.7% |
| 10Y | +324.2% | +122.7% | +201.5% | +163.3% |
| All | +1,593.1% | +3,633.2% | -2,040.1% | +184.9% |
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 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