0.0%
MSFT vs CHRW
+20.6%
-20.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -0.9% |
| 7D | -1.4% | +1.9% | -3.4% | -1.2% |
| 30D | -1.0% | +0.9% | -2.0% | -0.9% |
| 3M | +20.2% | -19.9% | +40.1% | +18.4% |
| 6M | +21.3% | -15.8% | +37.1% | +18.8% |
| YTD | +2.8% | -5.6% | +8.4% | +2.3% |
| 1Y | 0.0% | +21.0% | -21.1% | +3.4% |
| All | 0.0% | +20.6% | -20.6% | +3.4% |
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