+480.1%
GE vs CHRW
+3,633.2%
-3,153.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.9% |
| 7D | +6.3% | +0.2% | +6.0% | +6.2% |
| 30D | +8.9% | -9.4% | +18.2% | +11.8% |
| 3M | -9.2% | -13.3% | +4.1% | -6.0% |
| 6M | +13.2% | -24.2% | +37.4% | +20.4% |
| YTD | +9.4% | -18.9% | +28.3% | +12.6% |
| 1Y | +9.8% | -12.4% | +22.2% | +10.2% |
| 3Y | +278.2% | +72.2% | +205.9% | +193.6% |
| 5Y | +396.0% | +53.4% | +342.6% | +292.0% |
| 10Y | +162.4% | +127.0% | +35.4% | +74.1% |
| All | +480.1% | +3,633.2% | -3,153.1% | +73.4% |
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 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