+63.6%
CVS vs CHRW
+86.2%
-22.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -1.6% |
| 30D | +0.4% | +0.9% | -0.5% | +0.3% |
| 3M | -0.4% | -19.9% | +19.4% | +0.2% |
| 6M | +25.1% | -15.8% | +40.9% | +25.7% |
| YTD | +23.9% | -5.6% | +29.5% | +23.9% |
| 1Y | +41.1% | +21.0% | +20.0% | +39.8% |
| 3Y | +63.6% | +86.0% | -22.4% | +59.3% |
| All | +63.6% | +86.2% | -22.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling