+169.3%
CHRW vs SBAC
+76.8%
+92.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +0.9% | +3.2% | -2.3% | +0.3% |
| 3M | -19.9% | -5.1% | -14.8% | -19.2% |
| 6M | -15.8% | -2.1% | -13.7% | -15.9% |
| YTD | -5.6% | -0.5% | -5.1% | -6.3% |
| 1Y | +21.0% | +1.1% | +19.9% | +19.6% |
| 3Y | +86.0% | -7.4% | +93.5% | +83.9% |
| 5Y | +88.6% | -44.3% | +133.0% | +105.7% |
| 10Y | +169.3% | +77.6% | +91.7% | +148.6% |
| All | +169.3% | +76.8% | +92.5% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling