+150.1%
IBM vs CHRW
+58.8%
+91.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +1.6% | +7.3% | -5.7% | +0.8% |
| 30D | +9.2% | -3.6% | +12.8% | +9.5% |
| 3M | +4.9% | -9.6% | +14.5% | +5.8% |
| 6M | +16.8% | -17.0% | +33.8% | +17.8% |
| YTD | -14.3% | -15.4% | +1.1% | -13.3% |
| 1Y | -16.7% | -10.0% | -6.7% | -16.2% |
| 3Y | +82.2% | +82.2% | +0.1% | +66.9% |
| All | +150.1% | +58.8% | +91.4% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling