+21.9%
GE vs CHRW
+20.6%
+1.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | +1.2% | +1.9% | -0.8% | +1.0% |
| 30D | -9.5% | +0.9% | -10.4% | -9.6% |
| 3M | +4.1% | -19.9% | +24.0% | +5.6% |
| 6M | +3.9% | -15.8% | +19.7% | +4.2% |
| YTD | +9.0% | -5.6% | +14.6% | +8.6% |
| 1Y | +21.9% | +21.0% | +0.9% | +20.9% |
| All | +21.9% | +20.6% | +1.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling