+16,011.1%
STX vs CHRW
+1,404.5%
+14,606.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +5.9% |
| 7D | +2.4% | -1.4% | +3.8% | +3.0% |
| 30D | +1.4% | -3.5% | +4.9% | +2.7% |
| 3M | -8.2% | -19.4% | +11.2% | -1.3% |
| 6M | +127.0% | -21.4% | +148.4% | +144.8% |
| YTD | +209.1% | -7.1% | +216.3% | +206.3% |
| 1Y | +365.4% | +17.8% | +347.6% | +312.1% |
| 3Y | +1,135.4% | +78.8% | +1,056.6% | +780.3% |
| 5Y | +991.5% | +83.5% | +908.0% | +645.7% |
| 10Y | +3,695.8% | +160.2% | +3,535.6% | +1,997.6% |
| All | +16,011.1% | +1,404.5% | +14,606.6% | +3,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling