+328.9%
INTC vs CHRW
+21.9%
+307.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +18.0% | +4.1% | +13.9% | +16.9% |
| 30D | +8.9% | +1.9% | +7.0% | +8.4% |
| 3M | -1.6% | -21.2% | +19.6% | +4.2% |
| 6M | +133.1% | -16.7% | +149.8% | +140.0% |
| YTD | +187.9% | -5.4% | +193.3% | +194.2% |
| All | +328.9% | +21.9% | +307.0% | +343.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling