+128.8%
GOOG vs CHRW
+89.7%
+39.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.6% | +4.1% | -5.6% | -2.3% |
| 30D | -7.7% | +1.9% | -9.6% | -8.0% |
| 3M | -9.3% | -21.2% | +11.9% | -5.9% |
| 6M | +7.4% | -16.7% | +24.1% | +9.8% |
| YTD | +4.9% | -5.4% | +10.2% | +3.6% |
| 1Y | +37.2% | +21.2% | +16.0% | +28.0% |
| 3Y | +141.6% | +86.5% | +55.1% | +99.6% |
| 5Y | +128.8% | +93.0% | +35.7% | +77.4% |
| All | +128.8% | +89.7% | +39.1% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling