+883.2%
IBM vs CHRW
+4,173.0%
-3,289.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +0.3% | -3.5% | +3.7% | +1.0% |
| 3M | -21.6% | -19.4% | -2.2% | -18.2% |
| 6M | -4.7% | -21.4% | +16.7% | -0.4% |
| YTD | -19.1% | -7.1% | -12.0% | -19.0% |
| 1Y | -2.5% | +17.8% | -20.3% | -8.8% |
| 3Y | +74.2% | +78.8% | -4.6% | +41.8% |
| 5Y | +113.1% | +83.5% | +29.6% | +68.3% |
| 10Y | +133.5% | +160.2% | -26.7% | +64.1% |
| All | +883.2% | +4,173.0% | -3,289.8% | +217.0% |
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 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