+925.5%
IBM vs CHRW
+3,527.3%
-2,601.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.3% |
| 7D | -5.0% | +0.6% | -5.5% | -5.2% |
| 30D | +11.1% | -7.3% | +18.4% | +12.8% |
| 3M | +5.7% | -14.2% | +19.9% | +9.0% |
| 6M | +10.1% | -25.1% | +35.2% | +16.1% |
| YTD | -15.6% | -21.2% | +5.6% | -12.5% |
| 1Y | -19.5% | -14.2% | -5.4% | -18.5% |
| 3Y | +80.4% | +63.5% | +16.9% | +49.2% |
| 5Y | +140.0% | +49.6% | +90.4% | +98.7% |
| 10Y | +155.0% | +129.4% | +25.6% | +83.8% |
| All | +925.5% | +3,527.3% | -2,601.8% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling