+3,313.5%
DELL vs CHRW
+141.7%
+3,171.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.7% | +8.1% | +10.6% |
| 7D | +0.4% | -0.1% | +0.4% | +0.6% |
| 30D | -35.1% | -4.3% | -30.8% | -34.3% |
| 3M | -15.1% | -7.4% | -7.7% | -13.6% |
| 6M | +51.7% | -20.7% | +72.4% | +59.7% |
| YTD | +200.0% | -15.9% | +215.8% | +208.3% |
| 1Y | +172.1% | -9.9% | +182.0% | +173.5% |
| 3Y | +431.2% | +79.0% | +352.2% | +305.5% |
| 5Y | +633.1% | +61.3% | +571.8% | +471.3% |
| 10Y | +2,886.3% | +128.5% | +2,757.8% | +1,911.2% |
| All | +3,313.5% | +141.7% | +3,171.7% | +2,215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling