+140.7%
GOOG vs CHRW
+85.4%
+55.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.6% | +4.1% | -5.6% | -2.0% |
| 30D | -7.7% | +1.9% | -9.6% | -7.9% |
| 3M | -9.3% | -21.2% | +11.9% | -7.0% |
| 6M | +7.4% | -16.7% | +24.1% | +8.9% |
| YTD | +4.9% | -5.4% | +10.2% | +3.9% |
| 1Y | +37.2% | +21.2% | +16.0% | +30.7% |
| All | +140.7% | +85.4% | +55.2% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling