+993.6%
CHRW vs SGI
+1,862.0%
-868.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.9% |
| 7D | -3.4% | -3.9% | +0.5% | -2.8% |
| 30D | -9.4% | +0.9% | -10.3% | -9.6% |
| 3M | -12.6% | -2.9% | -9.7% | -12.5% |
| 6M | -24.2% | -9.0% | -15.2% | -23.4% |
| YTD | -18.9% | -29.2% | +10.3% | -14.7% |
| 1Y | -13.7% | -32.3% | +18.6% | -8.6% |
| 3Y | +72.6% | +72.4% | +0.2% | +54.6% |
| 5Y | +55.6% | +50.6% | +4.9% | +38.9% |
| 10Y | +122.7% | +335.2% | -212.5% | +52.4% |
| All | +993.6% | +1,862.0% | -868.4% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling