+2,777.7%
CHRW vs SBAC
+2,208.1%
+569.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -3.5% | +6.9% | -10.4% | -4.2% |
| 3M | -19.4% | -8.2% | -11.2% | -18.7% |
| 6M | -21.4% | -1.6% | -19.7% | -21.5% |
| YTD | -7.1% | -0.1% | -7.0% | -7.6% |
| 1Y | +17.8% | -0.5% | +18.3% | +17.2% |
| 3Y | +78.8% | -9.1% | +87.8% | +78.3% |
| 5Y | +83.5% | -43.8% | +127.3% | +92.2% |
| 10Y | +160.2% | +80.5% | +79.7% | +136.8% |
| All | +2,777.7% | +2,208.1% | +569.6% | +1,622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling