+4,266.9%
CHRW vs SAN
+756.0%
+3,510.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.4% | +1.8% | -3.2% | -1.9% |
| 30D | -3.5% | +2.0% | -5.4% | -4.0% |
| 3M | -19.4% | +19.7% | -39.1% | -23.6% |
| 6M | -21.4% | +30.6% | -52.0% | -27.2% |
| YTD | -7.1% | +28.8% | -36.0% | -14.1% |
| 1Y | +17.8% | +57.8% | -39.9% | +3.2% |
| 3Y | +78.8% | +338.1% | -259.4% | +17.2% |
| 5Y | +83.5% | +384.2% | -300.7% | +13.0% |
| 10Y | +160.2% | +353.1% | -192.9% | +50.8% |
| All | +4,266.9% | +756.0% | +3,510.9% | +1,418.6% |
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