+404.3%
META vs CHRW
+127.5%
+276.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -15.4% | -7.3% | -8.1% | -13.8% |
| 3M | +3.5% | -14.2% | +17.7% | +7.3% |
| 6M | -0.3% | -25.1% | +24.8% | +6.9% |
| YTD | -7.3% | -21.2% | +13.8% | -3.1% |
| 1Y | -1.1% | -14.2% | +13.1% | +0.5% |
| 3Y | +95.1% | +63.5% | +31.5% | +51.3% |
| 5Y | +80.6% | +49.6% | +31.0% | +44.8% |
| All | +404.3% | +127.5% | +276.8% | +268.1% |
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