+178.8%
CHRW vs SFM
+40.3%
+138.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -2.0% |
| 7D | +0.6% | -1.2% | +1.8% | +0.6% |
| 30D | -7.3% | -24.8% | +17.5% | -5.8% |
| 3M | -14.2% | -43.7% | +29.5% | -11.4% |
| 6M | -25.1% | -37.3% | +12.2% | -23.5% |
| YTD | -21.2% | -38.4% | +17.2% | -19.6% |
| 1Y | -14.2% | -36.9% | +22.8% | -12.6% |
| 3Y | +63.5% | +20.7% | +42.8% | +46.3% |
| 5Y | +49.6% | +103.5% | -53.9% | +23.2% |
| 10Y | +129.4% | +139.7% | -10.4% | +79.1% |
| All | +178.8% | +40.3% | +138.5% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling