+1,019.5%
STX vs CHRW
+83.1%
+936.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +6.1% |
| 7D | +2.4% | -1.4% | +3.8% | +2.7% |
| 30D | +1.4% | -3.5% | +4.9% | +2.2% |
| 3M | -8.2% | -19.4% | +11.2% | -3.6% |
| 6M | +127.0% | -21.4% | +148.4% | +138.9% |
| YTD | +209.1% | -7.1% | +216.3% | +205.8% |
| 1Y | +365.4% | +17.8% | +347.6% | +326.0% |
| 3Y | +1,135.4% | +78.8% | +1,056.6% | +887.6% |
| All | +1,019.5% | +83.1% | +936.4% | +852.4% |
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