+1,497.9%
META vs CHRW
+199.2%
+1,298.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -2.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -18.1% | -5.0% | -13.1% | -17.2% |
| 3M | +2.9% | -16.1% | +19.0% | +7.1% |
| 6M | +0.2% | -22.6% | +22.8% | +6.1% |
| YTD | -8.1% | -19.3% | +11.2% | -4.7% |
| 1Y | -4.5% | -14.9% | +10.4% | -2.6% |
| 3Y | +94.2% | +68.0% | +26.1% | +54.2% |
| 5Y | +79.1% | +53.2% | +25.9% | +46.6% |
| 10Y | +405.9% | +134.8% | +271.1% | +263.8% |
| All | +1,497.9% | +199.2% | +1,298.7% | +1,078.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling