+131.6%
IBM vs CHRW
+168.2%
-36.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.3% | +1.9% | -1.6% | -0.1% |
| 30D | -1.5% | +0.9% | -2.4% | -1.8% |
| 3M | -16.8% | -19.9% | +3.1% | -13.6% |
| 6M | -9.0% | -15.8% | +6.8% | -7.0% |
| YTD | -20.1% | -5.6% | -14.5% | -20.4% |
| 1Y | -7.0% | +21.0% | -28.1% | -12.9% |
| 3Y | +72.4% | +86.0% | -13.6% | +40.5% |
| 5Y | +112.0% | +88.6% | +23.3% | +64.9% |
| 10Y | +131.6% | +169.3% | -37.7% | +48.9% |
| All | +131.6% | +168.2% | -36.6% | +48.9% |
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 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