-25.1%
CHRW vs SBAC
-12.3%
-12.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | -7.3% | +11.2% | -18.5% | -8.6% |
| 3M | -14.2% | +4.5% | -18.6% | -13.5% |
| 6M | -25.1% | -12.2% | -12.9% | -20.4% |
| All | -25.1% | -12.3% | -12.8% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling