+31.5%
CVS vs CHRW
+90.3%
-58.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +0.4% | +0.9% | -0.5% | +0.3% |
| 3M | -0.4% | -19.9% | +19.4% | +0.9% |
| 6M | +25.1% | -15.8% | +40.9% | +26.2% |
| YTD | +23.9% | -5.6% | +29.5% | +23.6% |
| 1Y | +41.1% | +21.0% | +20.0% | +37.6% |
| 3Y | +63.6% | +86.0% | -22.4% | +51.3% |
| 5Y | +31.5% | +88.6% | -57.1% | +21.5% |
| All | +31.5% | +90.3% | -58.8% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling