+122.7%
CHRW vs SIMO
+395.4%
-272.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -3.4% | -16.0% | +12.6% | -2.4% |
| 30D | -9.4% | -35.8% | +26.4% | -7.1% |
| 3M | -12.6% | -26.5% | +13.8% | -11.8% |
| 6M | -24.2% | -33.0% | +8.9% | -23.6% |
| YTD | -18.9% | +84.3% | -103.2% | -27.2% |
| 1Y | -13.7% | +82.0% | -95.7% | -22.5% |
| 3Y | +72.6% | +218.5% | -145.9% | +42.9% |
| 5Y | +55.6% | +175.0% | -119.5% | +27.8% |
| 10Y | +122.7% | +407.5% | -284.8% | +60.6% |
| All | +122.7% | +395.4% | -272.7% | +60.6% |
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