+1,537.1%
SOXX vs CHRW
+183.1%
+1,354.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.4% | +3.5% | -2.1% | +0.2% |
| 30D | -3.6% | +4.6% | -8.2% | -5.1% |
| 3M | -10.2% | -19.7% | +9.6% | -4.4% |
| 6M | +54.2% | -12.4% | +66.7% | +58.4% |
| YTD | +75.2% | -3.9% | +79.1% | +72.2% |
| 1Y | +107.5% | +18.4% | +89.1% | +87.0% |
| 3Y | +226.8% | +88.8% | +137.9% | +134.2% |
| 5Y | +251.2% | +93.5% | +157.7% | +143.9% |
| All | +1,537.1% | +183.1% | +1,354.0% | +873.1% |
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 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