+379.6%
META vs CHRW
+160.8%
+218.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +6.7% | -1.4% | +8.1% | +7.2% |
| 30D | +4.8% | -3.5% | +8.2% | +5.8% |
| 3M | -1.6% | -19.4% | +17.8% | +4.5% |
| 6M | -7.5% | -21.4% | +13.9% | -1.4% |
| YTD | -6.4% | -7.1% | +0.7% | -6.0% |
| 1Y | -17.3% | +17.8% | -35.2% | -24.6% |
| 3Y | +109.9% | +78.8% | +31.2% | +60.9% |
| 5Y | +65.4% | +83.5% | -18.2% | +25.6% |
| All | +379.6% | +160.8% | +218.8% | +229.8% |
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