+767.4%
GOOG vs CHRW
+182.4%
+584.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -2.5% | +4.4% | -6.9% | -3.5% |
| 30D | -3.6% | +5.5% | -9.1% | -4.9% |
| 3M | -6.4% | -17.3% | +10.8% | -3.0% |
| 6M | +7.8% | -12.7% | +20.4% | +9.6% |
| YTD | +5.5% | -4.1% | +9.6% | +3.8% |
| 1Y | +38.3% | +21.2% | +17.0% | +27.0% |
| 3Y | +143.1% | +88.9% | +54.2% | +91.2% |
| 5Y | +135.0% | +93.1% | +41.9% | +79.6% |
| All | +767.4% | +182.4% | +584.9% | +480.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling