+127.0%
CHRW vs SIMO
+434.7%
-307.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.6% |
| 7D | +0.2% | -8.5% | +8.7% | +0.7% |
| 30D | -9.4% | -34.8% | +25.5% | -7.2% |
| 3M | -13.3% | -32.8% | +19.6% | -11.9% |
| 6M | -24.2% | -32.0% | +7.9% | -23.7% |
| YTD | -18.9% | +87.0% | -105.9% | -27.2% |
| 1Y | -12.4% | +86.1% | -98.5% | -21.4% |
| 3Y | +72.2% | +226.4% | -154.2% | +42.4% |
| 5Y | +53.4% | +172.1% | -118.8% | +26.4% |
| 10Y | +127.0% | +408.0% | -281.1% | +64.6% |
| All | +127.0% | +434.7% | -307.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling