+439.7%
STM vs CHRW
+3,527.3%
-3,087.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.8% | +5.4% |
| 7D | -10.7% | +0.6% | -11.3% | -10.9% |
| 30D | -25.7% | -7.3% | -18.5% | -23.7% |
| 3M | -21.6% | -14.2% | -7.4% | -17.4% |
| 6M | -27.8% | -25.1% | -2.7% | -21.1% |
| YTD | +61.8% | -21.2% | +82.9% | +70.0% |
| 1Y | +78.1% | -14.2% | +92.3% | +80.1% |
| 3Y | +4.9% | +63.5% | -58.6% | -24.7% |
| 5Y | -14.3% | +49.6% | -63.9% | -37.6% |
| 10Y | +414.1% | +129.4% | +284.7% | +196.5% |
| All | +439.7% | +3,527.3% | -3,087.6% | -18.4% |
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