+143.3%
DELL vs CHRW
-10.6%
+153.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.1% | -8.9% |
| 7D | -24.6% | +4.9% | -29.5% | -25.4% |
| 30D | -32.5% | -4.8% | -27.7% | -31.9% |
| 3M | -20.2% | -13.1% | -7.1% | -17.8% |
| 6M | +76.5% | -16.3% | +92.8% | +77.1% |
| YTD | +198.9% | -15.8% | +214.7% | +190.2% |
| 1Y | +143.3% | -11.1% | +154.5% | +124.0% |
| All | +143.3% | -10.6% | +153.9% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling