+11,453.7%
GOOGL vs CHRW
+858.0%
+10,595.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | -3.4% | +6.0% | +3.7% |
| 30D | -18.3% | -9.4% | -8.9% | -16.2% |
| 3M | -19.6% | -12.6% | -6.9% | -17.0% |
| 6M | -28.2% | -24.2% | -4.1% | -23.7% |
| YTD | -8.0% | -18.9% | +10.9% | -5.7% |
| 1Y | -0.7% | -13.7% | +13.0% | -0.2% |
| 3Y | +118.8% | +72.6% | +46.2% | +67.5% |
| 5Y | +98.9% | +55.6% | +43.3% | +54.4% |
| 10Y | +643.6% | +122.7% | +520.9% | +386.4% |
| All | +11,453.7% | +858.0% | +10,595.7% | +5,064.9% |
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