+574.6%
STM vs CHRW
+4,173.0%
-3,598.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.8% | -1.4% | +7.2% | +6.4% |
| 30D | -1.0% | -3.5% | +2.5% | +0.2% |
| 3M | -33.3% | -19.4% | -13.9% | -28.1% |
| 6M | +57.4% | -21.4% | +78.7% | +70.1% |
| YTD | +102.2% | -7.1% | +109.3% | +100.5% |
| 1Y | +99.6% | +17.8% | +81.8% | +75.6% |
| 3Y | +14.5% | +78.8% | -64.3% | -19.8% |
| 5Y | +21.4% | +83.5% | -62.1% | -18.3% |
| 10Y | +695.0% | +160.2% | +534.7% | +339.8% |
| All | +574.6% | +4,173.0% | -3,598.4% | -3.8% |
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