+40.6%
GLW vs CHRW
-10.6%
+51.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.1% | -5.9% |
| 7D | -9.5% | +4.9% | -14.4% | -9.9% |
| 30D | -25.5% | -4.8% | -20.7% | -25.3% |
| 3M | -25.6% | -13.1% | -12.4% | -24.5% |
| 6M | -25.5% | -16.3% | -9.1% | -23.8% |
| YTD | +36.4% | -15.8% | +52.2% | +27.3% |
| 1Y | +40.6% | -11.1% | +51.7% | +25.6% |
| All | +40.6% | -10.6% | +51.2% | +25.6% |
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