+2,502.1%
SOXX vs CHRW
+1,643.8%
+858.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.3% |
| 7D | +3.0% | +4.4% | -1.3% | +1.1% |
| 30D | -3.1% | +5.5% | -8.6% | -5.6% |
| 3M | -4.4% | -17.3% | +12.9% | +2.3% |
| 6M | +52.9% | -12.7% | +65.5% | +58.3% |
| YTD | +72.0% | -4.1% | +76.1% | +68.4% |
| 1Y | +105.1% | +21.2% | +83.9% | +77.3% |
| 3Y | +220.6% | +88.9% | +131.7% | +112.2% |
| 5Y | +244.8% | +93.1% | +151.7% | +120.0% |
| 10Y | +1,537.1% | +178.1% | +1,359.0% | +723.4% |
| All | +2,502.1% | +1,643.8% | +858.3% | +219.4% |
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 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