+169.3%
CHRW vs SFM
+293.3%
-124.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.0% |
| 7D | +1.9% | -5.8% | +7.8% | +2.2% |
| 30D | +0.9% | -11.4% | +12.3% | +1.5% |
| 3M | -19.9% | -12.2% | -7.7% | -19.5% |
| 6M | -15.8% | -5.2% | -10.6% | -16.0% |
| YTD | -5.6% | -4.5% | -1.1% | -5.9% |
| 1Y | +21.0% | -45.4% | +66.4% | +26.8% |
| 3Y | +86.0% | +91.1% | -5.1% | +59.8% |
| 5Y | +88.6% | +226.8% | -138.2% | +48.0% |
| 10Y | +169.3% | +291.9% | -122.6% | +102.7% |
| All | +169.3% | +293.3% | -124.0% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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