+127.0%
CHRW vs SBAC
+97.3%
+29.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +0.2% | +3.0% | -2.8% | -0.3% |
| 30D | -9.4% | +4.3% | -13.7% | -10.2% |
| 3M | -13.3% | +4.1% | -17.4% | -14.1% |
| 6M | -24.2% | -11.6% | -12.5% | -22.7% |
| YTD | -18.9% | +0.4% | -19.2% | -19.8% |
| 1Y | -12.4% | -1.1% | -11.3% | -13.2% |
| 3Y | +72.2% | -7.3% | +79.5% | +70.2% |
| 5Y | +53.4% | -40.8% | +94.1% | +65.1% |
| 10Y | +127.0% | +103.0% | +24.0% | +106.5% |
| All | +127.0% | +97.3% | +29.7% | +106.5% |
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