+62.7%
CVS vs CHRW
+131.8%
-69.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.1% |
| 7D | +12.0% | -0.1% | +12.0% | +11.9% |
| 30D | +2.8% | -4.3% | +7.0% | +3.3% |
| 3M | -3.6% | -7.4% | +3.8% | -2.7% |
| 6M | -1.6% | -20.7% | +19.1% | +1.3% |
| YTD | +16.3% | -15.9% | +32.1% | +17.2% |
| 1Y | +15.5% | -9.9% | +25.4% | +14.8% |
| 3Y | +48.1% | +79.0% | -30.9% | +20.9% |
| 5Y | +12.3% | +61.3% | -49.0% | -8.8% |
| 10Y | +62.7% | +128.5% | -65.8% | +15.6% |
| All | +62.7% | +131.8% | -69.1% | +15.6% |
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