+13,444.1%
GOOG vs CHRW
+996.5%
+12,447.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -6.8% | -3.5% | -3.4% | -5.9% |
| 3M | -9.1% | -19.4% | +10.3% | -4.1% |
| 6M | +10.7% | -21.4% | +32.1% | +17.0% |
| YTD | +7.1% | -7.1% | +14.2% | +6.3% |
| 1Y | +44.6% | +17.8% | +26.8% | +31.9% |
| 3Y | +147.4% | +78.8% | +68.7% | +89.7% |
| 5Y | +133.8% | +83.5% | +50.3% | +73.5% |
| 10Y | +777.5% | +160.2% | +617.3% | +451.2% |
| All | +13,444.1% | +996.5% | +12,447.6% | +5,761.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling