+21.0%
STM vs CHRW
+83.1%
-62.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +5.8% | -1.4% | +7.2% | +6.2% |
| 30D | -1.0% | -3.5% | +2.5% | -0.2% |
| 3M | -33.3% | -19.4% | -13.9% | -29.9% |
| 6M | +57.4% | -21.4% | +78.7% | +65.7% |
| YTD | +102.2% | -7.1% | +109.3% | +100.3% |
| 1Y | +99.6% | +17.8% | +81.8% | +81.8% |
| 3Y | +14.5% | +78.8% | -64.3% | -11.6% |
| All | +21.0% | +83.1% | -62.1% | -10.9% |
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