+121.2%
INTC vs CHRW
+131.8%
-10.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +6.2% |
| 7D | +7.3% | -0.1% | +7.3% | +7.4% |
| 30D | -38.3% | -4.3% | -34.0% | -37.5% |
| 3M | -36.0% | -7.4% | -28.6% | -34.9% |
| 6M | -51.7% | -20.7% | -31.0% | -48.7% |
| YTD | +69.4% | -15.9% | +85.2% | +74.6% |
| 1Y | +65.0% | -9.9% | +74.9% | +65.8% |
| 3Y | +63.0% | +79.0% | -16.0% | +20.2% |
| 5Y | +33.4% | +61.3% | -28.0% | +0.6% |
| 10Y | +121.2% | +128.5% | -7.3% | +36.1% |
| All | +121.2% | +131.8% | -10.6% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling