+365.4%
STX vs CHRW
+16.7%
+348.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.3% |
| 7D | +2.4% | -1.8% | +4.2% | +2.6% |
| 30D | +1.4% | -3.9% | +5.3% | +1.8% |
| 3M | -8.2% | -19.7% | +11.5% | -5.2% |
| 6M | +127.0% | -21.7% | +148.7% | +133.4% |
| YTD | +209.1% | -7.5% | +216.7% | +201.2% |
| 1Y | +365.4% | +17.3% | +348.1% | +362.8% |
| All | +365.4% | +16.7% | +348.7% | +362.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling