-1.1%
META vs CHRW
-16.7%
+15.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.3% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -15.4% | -7.3% | -8.1% | -14.3% |
| 3M | +3.5% | -14.2% | +17.7% | +6.0% |
| 6M | -0.3% | -25.1% | +24.8% | +5.2% |
| YTD | -7.3% | -21.2% | +13.8% | -5.0% |
| 1Y | -1.1% | -14.2% | +13.1% | -0.1% |
| All | -1.1% | -16.7% | +15.6% | -0.1% |
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 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