+667.7%
GOOGL vs CHRW
+131.8%
+535.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.3% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -16.8% | -4.3% | -12.5% | -16.2% |
| 3M | -14.6% | -7.4% | -7.2% | -13.7% |
| 6M | -24.4% | -20.7% | -3.7% | -21.7% |
| YTD | -6.1% | -15.9% | +9.8% | -5.3% |
| 1Y | +1.0% | -9.9% | +10.9% | -0.1% |
| 3Y | +123.4% | +79.0% | +44.5% | +76.1% |
| 5Y | +103.2% | +61.3% | +41.9% | +62.6% |
| 10Y | +667.7% | +128.5% | +539.2% | +441.0% |
| All | +667.7% | +131.8% | +535.9% | +441.0% |
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