+4,681.2%
DELL vs CHRW
+166.8%
+4,514.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +14.9% | -1.4% | +16.3% | +15.3% |
| 30D | +13.3% | -3.5% | +16.7% | +14.6% |
| 3M | +24.4% | -19.4% | +43.8% | +31.3% |
| 6M | +258.0% | -21.4% | +279.4% | +279.5% |
| YTD | +320.2% | -7.1% | +327.3% | +321.1% |
| 1Y | +319.1% | +17.8% | +301.2% | +285.2% |
| 3Y | +706.5% | +78.8% | +627.8% | +524.5% |
| 5Y | +1,071.9% | +83.5% | +988.4% | +777.5% |
| 10Y | +4,683.5% | +160.2% | +4,523.2% | +3,047.1% |
| All | +4,681.2% | +166.8% | +4,514.4% | +3,062.6% |
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