+358.3%
DELL vs CHRW
+21.9%
+336.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.7% | +11.9% |
| 7D | +8.2% | +3.5% | +4.8% | +7.5% |
| 30D | +17.1% | +4.6% | +12.5% | +16.0% |
| 3M | +45.2% | -19.7% | +64.9% | +50.3% |
| 6M | +286.8% | -12.4% | +299.2% | +289.3% |
| YTD | +354.8% | -3.9% | +358.7% | +361.7% |
| 1Y | +358.3% | +18.4% | +339.9% | +381.0% |
| All | +358.3% | +21.9% | +336.4% | +381.0% |
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