+13,507.3%
GOOGL vs CHRW
+996.5%
+12,510.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -6.6% | -3.5% | -3.1% | -5.7% |
| 3M | -8.9% | -19.4% | +10.4% | -3.9% |
| 6M | +11.9% | -21.4% | +33.2% | +18.2% |
| YTD | +8.3% | -7.1% | +15.5% | +7.6% |
| 1Y | +46.2% | +17.8% | +28.4% | +33.4% |
| 3Y | +151.9% | +78.8% | +73.1% | +93.3% |
| 5Y | +137.7% | +83.5% | +54.2% | +76.6% |
| 10Y | +757.6% | +160.2% | +597.3% | +438.9% |
| All | +13,507.3% | +996.5% | +12,510.8% | +5,791.8% |
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 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