+5.1%
GOOG vs CHRW
-11.0%
+16.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +7.3% | -4.3% | +2.6% |
| 30D | -14.9% | -3.6% | -11.3% | -14.8% |
| 3M | -14.9% | -9.6% | -5.3% | -14.5% |
| 6M | -26.6% | -17.0% | -9.6% | -26.6% |
| YTD | -6.6% | -15.4% | +8.8% | -12.1% |
| 1Y | +5.1% | -10.0% | +15.1% | -4.9% |
| All | +5.1% | -11.0% | +16.1% | -4.9% |
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