+920.4%
MSFT vs CHRW
+131.6%
+788.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.1% |
| 7D | +7.5% | +0.2% | +7.3% | +7.5% |
| 30D | +1.9% | -9.4% | +11.2% | +3.8% |
| 3M | +9.2% | -13.3% | +22.5% | +11.9% |
| 6M | +31.9% | -24.2% | +56.0% | +36.8% |
| YTD | +13.4% | -18.9% | +32.3% | +13.9% |
| 1Y | +10.6% | -12.4% | +23.0% | +8.5% |
| 3Y | +54.7% | +72.2% | -17.5% | +18.1% |
| 5Y | +69.1% | +53.4% | +15.7% | +31.7% |
| 10Y | +920.4% | +127.0% | +793.4% | +565.7% |
| All | +920.4% | +131.6% | +788.8% | +565.7% |
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