+25.0%
INTC vs CHRW
+53.0%
-28.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -43.3% | -9.4% | -33.9% | -41.8% |
| 3M | -41.6% | -13.3% | -28.3% | -39.6% |
| 6M | -52.5% | -24.2% | -28.3% | -49.3% |
| YTD | +60.9% | -18.9% | +79.8% | +67.0% |
| 1Y | +55.7% | -12.4% | +68.1% | +57.8% |
| 3Y | +59.2% | +72.2% | -13.1% | +25.5% |
| 5Y | +25.0% | +53.4% | -28.4% | +4.9% |
| All | +25.0% | +53.0% | -28.0% | +4.9% |
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