+1,461.6%
GLW vs CHRW
+4,173.0%
-2,711.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.3% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | -1.3% | -3.5% | +2.1% | -0.2% |
| 3M | -21.8% | -19.4% | -2.4% | -16.4% |
| 6M | +6.9% | -21.4% | +28.3% | +14.3% |
| YTD | +77.2% | -7.1% | +84.3% | +76.4% |
| 1Y | +123.2% | +17.8% | +105.4% | +101.6% |
| 3Y | +400.0% | +78.8% | +321.2% | +273.7% |
| 5Y | +342.8% | +83.5% | +259.3% | +218.8% |
| 10Y | +771.4% | +160.2% | +611.1% | +439.2% |
| All | +1,461.6% | +4,173.0% | -2,711.3% | +335.4% |
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