+694.6%
DELL vs CHRW
+86.2%
+608.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +25.6% | +1.9% | +23.7% | +25.1% |
| 30D | +17.7% | +0.9% | +16.7% | +17.4% |
| 3M | +33.4% | -19.9% | +53.3% | +37.8% |
| 6M | +266.2% | -15.8% | +282.0% | +273.1% |
| YTD | +328.0% | -5.6% | +333.6% | +330.0% |
| 1Y | +339.6% | +21.0% | +318.5% | +325.9% |
| 3Y | +694.6% | +86.0% | +608.6% | +658.4% |
| All | +694.6% | +86.2% | +608.4% | +658.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling