+9.7%
GE vs CHRW
-11.0%
+20.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.7% | +7.3% | -4.6% | +1.9% |
| 30D | +8.1% | -3.6% | +11.7% | +8.2% |
| 3M | -7.9% | -9.6% | +1.7% | -7.4% |
| 6M | +12.9% | -17.0% | +29.9% | +12.2% |
| YTD | +8.2% | -15.4% | +23.6% | +2.6% |
| 1Y | +9.7% | -10.0% | +19.7% | +4.4% |
| All | +9.7% | -11.0% | +20.7% | +4.4% |
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 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