+1,106.2%
DELL vs CHRW
+89.7%
+1,016.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +8.7% | +4.1% | +4.7% | +7.7% |
| 30D | +16.9% | +1.9% | +15.0% | +16.4% |
| 3M | +40.4% | -21.2% | +61.6% | +47.4% |
| 6M | +267.1% | -16.7% | +283.7% | +278.3% |
| YTD | +329.1% | -5.4% | +334.5% | +328.8% |
| 1Y | +346.9% | +21.2% | +325.7% | +318.7% |
| 3Y | +696.6% | +86.5% | +610.2% | +561.5% |
| 5Y | +1,106.2% | +93.0% | +1,013.1% | +924.4% |
| All | +1,106.2% | +89.7% | +1,016.5% | +924.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling