-7.0%
IBM vs CHRW
+20.6%
-27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -1.5% | +0.9% | -2.4% | -1.6% |
| 3M | -16.8% | -19.9% | +3.1% | -14.9% |
| 6M | -9.0% | -15.8% | +6.8% | -8.5% |
| YTD | -20.1% | -5.6% | -14.5% | -19.3% |
| 1Y | -7.0% | +21.0% | -28.1% | -6.7% |
| All | -7.0% | +20.6% | -27.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling