+129.8%
CHRW vs SBAC
+110.3%
+19.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +4.7% | -3.4% | +8.1% | +5.4% |
| 30D | -2.6% | +2.6% | -5.2% | -3.2% |
| 3M | -8.0% | +2.6% | -10.6% | -8.7% |
| 6M | -19.0% | -11.5% | -7.5% | -17.5% |
| YTD | -15.5% | -1.6% | -13.8% | -16.2% |
| 1Y | -10.8% | -5.1% | -5.7% | -10.9% |
| 3Y | +79.8% | -9.3% | +89.1% | +78.4% |
| 5Y | +59.3% | -41.0% | +100.3% | +71.6% |
| All | +129.8% | +110.3% | +19.6% | +101.2% |
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