+443.6%
STX vs CHRW
+49.0%
+394.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -28.5% | +0.6% | -29.1% | -28.5% |
| 30D | -42.9% | -7.3% | -35.6% | -42.1% |
| 3M | -45.9% | -14.2% | -31.7% | -44.4% |
| 6M | -41.3% | -25.1% | -16.2% | -38.2% |
| YTD | +67.9% | -21.2% | +89.1% | +71.2% |
| 1Y | +66.5% | -14.2% | +80.7% | +65.6% |
| 3Y | +588.0% | +63.5% | +524.5% | +448.9% |
| All | +443.6% | +49.0% | +394.6% | +367.4% |
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 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