+673.8%
STX vs CHRW
+80.1%
+593.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +14.6% | +7.3% | +7.3% | +13.2% |
| 30D | -26.0% | -3.6% | -22.4% | -25.6% |
| 3M | -42.6% | -9.6% | -33.0% | -42.0% |
| 6M | -35.3% | -17.0% | -18.3% | -34.0% |
| YTD | +92.5% | -15.4% | +107.9% | +91.8% |
| 1Y | +102.4% | -10.0% | +112.4% | +98.8% |
| 3Y | +673.8% | +82.2% | +591.7% | +583.3% |
| All | +673.8% | +80.1% | +593.7% | +583.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling