+2,662.4%
DELL vs CHRW
+128.6%
+2,533.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.2% | -7.2% |
| 7D | +4.9% | +7.3% | -2.4% | +2.7% |
| 30D | -32.1% | -3.6% | -28.5% | -31.3% |
| 3M | -30.2% | -9.6% | -20.7% | -28.4% |
| 6M | +41.7% | -17.0% | +58.7% | +47.0% |
| YTD | +176.6% | -15.4% | +192.0% | +183.8% |
| 1Y | +159.9% | -10.0% | +169.9% | +161.3% |
| 3Y | +388.0% | +82.2% | +305.8% | +268.8% |
| 5Y | +578.2% | +59.4% | +518.8% | +429.9% |
| All | +2,662.4% | +128.6% | +2,533.7% | +1,691.2% |
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