+425.7%
META vs CHRW
+131.6%
+294.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.2% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | -10.8% | -9.4% | -1.4% | -8.4% |
| 3M | +8.4% | -13.3% | +21.7% | +12.1% |
| 6M | +5.4% | -24.2% | +29.5% | +12.7% |
| YTD | -2.6% | -18.9% | +16.3% | +1.0% |
| 1Y | +3.5% | -12.4% | +15.9% | +4.6% |
| 3Y | +102.0% | +72.2% | +29.8% | +54.0% |
| 5Y | +93.1% | +53.4% | +39.7% | +53.6% |
| 10Y | +425.7% | +127.0% | +298.7% | +274.0% |
| All | +425.7% | +131.6% | +294.0% | +274.0% |
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 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