+3,607.0%
CHRW vs SAN
+581.4%
+3,025.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | +0.6% | +4.9% | -4.3% | -0.7% |
| 30D | -7.3% | -13.0% | +5.7% | -3.9% |
| 3M | -14.2% | -18.9% | +4.7% | -9.8% |
| 6M | -25.1% | -4.1% | -20.9% | -25.0% |
| YTD | -21.2% | +2.6% | -23.7% | -23.0% |
| 1Y | -14.2% | +16.9% | -31.1% | -19.0% |
| 3Y | +63.5% | +239.1% | -175.5% | +14.3% |
| 5Y | +49.6% | +266.8% | -217.2% | -1.1% |
| 10Y | +129.4% | +246.0% | -116.7% | +42.5% |
| All | +3,607.0% | +581.4% | +3,025.6% | +1,262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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