+702.3%
GOOG vs CHRW
+128.6%
+573.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +7.3% | -4.3% | +1.4% |
| 30D | -14.9% | -3.6% | -11.3% | -14.4% |
| 3M | -14.9% | -9.6% | -5.3% | -13.5% |
| 6M | -26.6% | -17.0% | -9.6% | -24.8% |
| YTD | -6.6% | -15.4% | +8.8% | -6.0% |
| 1Y | +5.1% | -10.0% | +15.1% | +4.0% |
| 3Y | +121.0% | +82.2% | +38.8% | +72.5% |
| 5Y | +97.3% | +59.4% | +38.0% | +57.9% |
| All | +702.3% | +128.6% | +573.7% | +465.2% |
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