+740.7%
GOOGL vs CHRW
+182.4%
+558.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -2.8% | +4.4% | -7.2% | -3.8% |
| 30D | -3.2% | +5.5% | -8.7% | -4.5% |
| 3M | -6.6% | -17.3% | +10.6% | -3.2% |
| 6M | +8.5% | -12.7% | +21.1% | +10.3% |
| YTD | +6.5% | -4.1% | +10.6% | +4.8% |
| 1Y | +39.4% | +21.2% | +18.2% | +28.2% |
| 3Y | +146.2% | +88.9% | +57.3% | +94.4% |
| 5Y | +138.3% | +93.1% | +45.3% | +83.2% |
| All | +740.7% | +182.4% | +558.2% | +468.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling