+91.9%
MO vs CHRW
+85.4%
+6.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.4% | +4.1% | -6.5% | -2.4% |
| 30D | +3.6% | +1.9% | +1.7% | +3.6% |
| 3M | -3.7% | -21.2% | +17.4% | -4.3% |
| 6M | +4.5% | -16.7% | +21.2% | +4.3% |
| YTD | +21.5% | -5.4% | +26.9% | +21.6% |
| 1Y | +9.5% | +21.2% | -11.7% | +10.2% |
| All | +91.9% | +85.4% | +6.5% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling