+284.1%
GE vs CHRW
+81.1%
+203.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -11.6% | -3.5% | -8.1% | -11.3% |
| 3M | +3.0% | -19.4% | +22.4% | +4.8% |
| 6M | -0.5% | -21.4% | +20.8% | +1.2% |
| YTD | +9.7% | -7.1% | +16.9% | +9.5% |
| 1Y | +20.0% | +17.8% | +2.2% | +16.7% |
| All | +284.1% | +81.1% | +203.0% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling