+3,676.0%
STX vs CHRW
+168.2%
+3,507.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.9% |
| 7D | +10.7% | +1.9% | +8.8% | +10.1% |
| 30D | +11.3% | +0.9% | +10.3% | +10.9% |
| 3M | +3.2% | -19.9% | +23.1% | +9.9% |
| 6M | +157.0% | -15.8% | +172.8% | +167.1% |
| YTD | +229.2% | -5.6% | +234.8% | +224.1% |
| 1Y | +381.8% | +21.0% | +360.8% | +329.7% |
| 3Y | +1,383.2% | +86.0% | +1,297.1% | +996.2% |
| 5Y | +1,144.9% | +88.6% | +1,056.2% | +791.0% |
| 10Y | +3,676.0% | +169.3% | +3,506.7% | +2,027.1% |
| All | +3,676.0% | +168.2% | +3,507.8% | +2,027.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling