+19.7%
CHRW vs SFM
-46.3%
+65.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | -1.1% |
| 7D | +4.1% | -7.2% | +11.2% | +1.6% |
| 30D | +1.9% | -14.3% | +16.2% | -3.2% |
| 3M | -21.2% | -13.7% | -7.4% | -23.6% |
| 6M | -16.7% | -6.0% | -10.7% | -16.1% |
| YTD | -5.4% | -8.2% | +2.9% | -4.7% |
| All | +19.7% | -46.3% | +65.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling