+77.9%
EBAY vs CHRW
+58.8%
+19.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.9% | +7.3% | -8.1% | -2.5% |
| 30D | +3.5% | -3.6% | +7.0% | +4.0% |
| 3M | +16.0% | -9.6% | +25.6% | +17.9% |
| 6M | +7.6% | -17.0% | +24.6% | +10.2% |
| YTD | +40.1% | -15.4% | +55.5% | +41.3% |
| 1Y | +45.0% | -10.0% | +55.0% | +43.6% |
| 3Y | +228.1% | +82.2% | +146.0% | +141.3% |
| All | +77.9% | +58.8% | +19.2% | +40.9% |
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