+150.5%
GOOGL vs CHRW
+86.2%
+64.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +1.1% | +1.9% | -0.9% | +0.8% |
| 30D | -4.4% | +0.9% | -5.4% | -4.6% |
| 3M | -6.8% | -19.9% | +13.1% | -4.7% |
| 6M | +13.6% | -15.8% | +29.4% | +14.9% |
| YTD | +8.3% | -5.6% | +13.9% | +7.4% |
| 1Y | +44.9% | +21.0% | +23.9% | +38.2% |
| 3Y | +150.5% | +86.0% | +64.4% | +126.4% |
| All | +150.5% | +86.2% | +64.3% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling