-11.1%
CHRW vs SBAC
+2.4%
-13.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | +0.1% |
| 7D | +4.9% | +5.8% | -0.9% | +4.8% |
| 30D | -4.8% | +20.8% | -25.6% | -5.4% |
| 3M | -13.1% | +4.8% | -17.9% | -12.8% |
| 6M | -16.3% | -9.1% | -7.2% | -16.4% |
| YTD | -15.8% | +3.1% | -18.9% | -15.7% |
| 1Y | -11.1% | +2.2% | -13.3% | -10.7% |
| All | -11.1% | +2.4% | -13.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling