+149.9%
IBM vs CHRW
+131.6%
+18.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.2% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | +8.4% | -9.4% | +17.7% | +10.3% |
| 3M | +4.5% | -13.3% | +17.7% | +7.0% |
| 6M | +7.9% | -24.2% | +32.0% | +12.4% |
| YTD | -15.2% | -18.9% | +3.6% | -13.2% |
| 1Y | -17.6% | -12.4% | -5.2% | -17.1% |
| 3Y | +82.1% | +72.2% | +9.8% | +49.2% |
| 5Y | +143.3% | +53.4% | +90.0% | +99.4% |
| 10Y | +149.9% | +127.0% | +23.0% | +63.7% |
| All | +149.9% | +131.6% | +18.3% | +63.7% |
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