+132.5%
SLB vs CHRW
+3,527.3%
-3,394.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -7.1% | +0.6% | -7.7% | -7.4% |
| 30D | +4.1% | -7.3% | +11.4% | +6.2% |
| 3M | -2.6% | -14.2% | +11.5% | +1.1% |
| 6M | -8.6% | -25.1% | +16.5% | -2.3% |
| YTD | +32.2% | -21.2% | +53.4% | +36.7% |
| 1Y | +40.7% | -14.2% | +54.8% | +41.0% |
| 3Y | -4.5% | +63.5% | -68.0% | -26.7% |
| 5Y | +66.4% | +49.6% | +16.8% | +28.3% |
| 10Y | -15.1% | +129.4% | -144.5% | -44.4% |
| All | +132.5% | +3,527.3% | -3,394.8% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling