+63.5%
CHRW vs SGI
+69.1%
-5.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -7.3% | +3.9% | -11.2% | -8.2% |
| 3M | -14.2% | -0.8% | -13.4% | -14.3% |
| 6M | -25.1% | -18.0% | -7.1% | -22.3% |
| YTD | -21.2% | -27.6% | +6.4% | -15.8% |
| 1Y | -14.2% | -27.2% | +13.1% | -8.4% |
| 3Y | +63.5% | +76.0% | -12.5% | +31.7% |
| All | +63.5% | +69.1% | -5.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling