+735.7%
GOOGL vs CHRW
+178.8%
+556.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.9% | +4.1% | -5.9% | -2.8% |
| 30D | -7.5% | +1.9% | -9.4% | -7.9% |
| 3M | -9.2% | -21.2% | +12.0% | -4.8% |
| 6M | +8.1% | -16.7% | +24.7% | +11.2% |
| YTD | +5.8% | -5.4% | +11.2% | +4.6% |
| 1Y | +38.3% | +21.2% | +17.2% | +27.2% |
| 3Y | +144.8% | +86.5% | +58.3% | +93.9% |
| 5Y | +132.5% | +93.0% | +39.5% | +78.5% |
| All | +735.7% | +178.8% | +556.9% | +467.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling