+476.2%
STX vs CHRW
+58.8%
+417.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +14.6% | +7.3% | +7.3% | +12.8% |
| 30D | -26.0% | -3.6% | -22.4% | -25.4% |
| 3M | -42.6% | -9.6% | -33.0% | -41.7% |
| 6M | -35.3% | -17.0% | -18.3% | -33.5% |
| YTD | +92.5% | -15.4% | +107.9% | +93.1% |
| 1Y | +102.4% | -10.0% | +112.4% | +99.4% |
| 3Y | +673.8% | +82.2% | +591.7% | +499.0% |
| All | +476.2% | +58.8% | +417.4% | +386.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling