+482.0%
GE vs CHRW
+4,173.0%
-3,691.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -11.6% | -3.5% | -8.1% | -10.7% |
| 3M | +3.0% | -19.4% | +22.4% | +8.5% |
| 6M | -0.5% | -21.4% | +20.8% | +5.1% |
| YTD | +9.7% | -7.1% | +16.9% | +9.3% |
| 1Y | +20.0% | +17.8% | +2.2% | +9.9% |
| 3Y | +275.8% | +78.8% | +197.1% | +191.3% |
| 5Y | +429.1% | +83.5% | +345.6% | +298.0% |
| 10Y | +151.2% | +160.2% | -9.1% | +61.2% |
| All | +482.0% | +4,173.0% | -3,691.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling