+115.5%
IBM vs CHRW
+83.1%
+32.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | +0.3% | -3.5% | +3.7% | +0.6% |
| 3M | -21.6% | -19.4% | -2.2% | -20.2% |
| 6M | -4.7% | -21.4% | +16.7% | -3.0% |
| YTD | -19.1% | -7.1% | -12.0% | -18.8% |
| 1Y | -2.5% | +17.8% | -20.3% | -4.4% |
| 3Y | +74.2% | +78.8% | -4.6% | +61.6% |
| All | +115.5% | +83.1% | +32.4% | +99.9% |
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 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