+228.4%
CHRW vs SFM
+132.6%
+95.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.5% | -4.4% | +0.9% | -3.2% |
| 3M | -19.4% | +1.5% | -20.9% | -19.7% |
| 6M | -21.4% | +6.5% | -27.8% | -22.2% |
| YTD | -7.1% | +2.2% | -9.3% | -7.9% |
| 1Y | +17.8% | -41.9% | +59.7% | +22.9% |
| 3Y | +78.8% | +106.8% | -28.0% | +54.7% |
| 5Y | +83.5% | +231.6% | -148.0% | +47.1% |
| 10Y | +160.2% | +258.4% | -98.2% | +99.2% |
| All | +228.4% | +132.6% | +95.9% | +162.5% |
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