+3,922.7%
DELL vs CHRW
+182.4%
+3,740.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.8% |
| 7D | -1.9% | +4.4% | -6.2% | -3.2% |
| 30D | +14.9% | +5.5% | +9.4% | +12.9% |
| 3M | +37.2% | -17.3% | +54.5% | +43.8% |
| 6M | +254.0% | -12.7% | +266.6% | +262.8% |
| YTD | +306.1% | -4.1% | +310.3% | +302.9% |
| 1Y | +312.3% | +21.2% | +291.0% | +275.3% |
| 3Y | +654.0% | +88.9% | +565.1% | +471.3% |
| 5Y | +1,055.3% | +93.1% | +962.2% | +747.3% |
| All | +3,922.7% | +182.4% | +3,740.3% | +2,422.9% |
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 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