+130.8%
SLB vs CHRW
+83.1%
+47.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | +15.8% | -3.5% | +19.3% | +16.4% |
| 3M | -0.3% | -19.4% | +19.0% | +2.6% |
| 6M | +21.3% | -21.4% | +42.7% | +25.2% |
| YTD | +52.3% | -7.1% | +59.4% | +50.3% |
| 1Y | +63.6% | +17.8% | +45.8% | +51.5% |
| 3Y | +3.8% | +78.8% | -75.0% | -14.4% |
| All | +130.8% | +83.1% | +47.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling