+159.9%
DELL vs CHRW
-11.0%
+171.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.2% | -7.2% |
| 7D | +4.9% | +7.3% | -2.4% | +3.0% |
| 30D | -32.1% | -3.6% | -28.5% | -31.5% |
| 3M | -30.2% | -9.6% | -20.7% | -28.8% |
| 6M | +41.7% | -17.0% | +58.7% | +43.0% |
| YTD | +176.6% | -15.4% | +192.0% | +170.8% |
| 1Y | +159.9% | -10.0% | +169.9% | +141.4% |
| All | +159.9% | -11.0% | +171.0% | +141.4% |
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