+390.5%
GE vs CHRW
+49.0%
+341.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.1% |
| 7D | +7.1% | +0.6% | +6.5% | +7.0% |
| 30D | +6.5% | -7.3% | +13.7% | +7.5% |
| 3M | -13.6% | -14.2% | +0.6% | -11.8% |
| 6M | +6.0% | -25.1% | +31.1% | +9.6% |
| YTD | +5.4% | -21.2% | +26.5% | +7.2% |
| 1Y | +6.5% | -14.2% | +20.6% | +6.5% |
| 3Y | +268.6% | +63.5% | +205.1% | +214.0% |
| All | +390.5% | +49.0% | +341.5% | +329.2% |
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