+52.6%
GM vs CHRW
+17.2%
+35.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | -1.4% | -3.5% | +2.1% | -1.1% |
| 3M | +5.9% | -19.4% | +25.3% | +7.3% |
| 6M | +12.4% | -21.4% | +33.8% | +13.7% |
| YTD | +8.6% | -7.1% | +15.8% | +8.2% |
| 1Y | +52.6% | +17.8% | +34.8% | +52.0% |
| All | +52.6% | +17.2% | +35.4% | +52.0% |
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