+2,302.5%
SO vs CHRW
+3,527.3%
-1,224.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.8% |
| 7D | -1.5% | +0.6% | -2.0% | -1.6% |
| 30D | +8.1% | -7.3% | +15.4% | +8.9% |
| 3M | +0.2% | -14.2% | +14.4% | +1.7% |
| 6M | +0.4% | -25.1% | +25.5% | +3.0% |
| YTD | +8.5% | -21.2% | +29.7% | +10.0% |
| 1Y | +4.9% | -14.2% | +19.1% | +5.3% |
| 3Y | +47.9% | +63.5% | -15.6% | +35.2% |
| 5Y | +75.7% | +49.6% | +26.1% | +61.0% |
| 10Y | +178.0% | +129.4% | +48.6% | +138.9% |
| All | +2,302.5% | +3,527.3% | -1,224.8% | +1,773.7% |
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 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