+9.0%
MSFT vs CHRW
-10.6%
+19.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.4% | +6.7% |
| 7D | +4.7% | +4.9% | -0.2% | +5.2% |
| 30D | +5.8% | -4.8% | +10.6% | +5.4% |
| 3M | +13.0% | -13.1% | +26.1% | +11.4% |
| 6M | +34.9% | -16.3% | +51.3% | +30.1% |
| YTD | +15.7% | -15.8% | +31.5% | +12.4% |
| 1Y | +9.0% | -11.1% | +20.1% | +4.5% |
| All | +9.0% | -10.6% | +19.5% | +4.5% |
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