-13.7%
CHRW vs SIMO
+80.3%
-94.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +3.1% |
| 7D | +0.2% | -8.5% | +8.7% | 0.0% |
| 30D | -9.4% | -34.8% | +25.5% | -10.3% |
| 3M | -13.3% | -32.8% | +19.6% | -14.2% |
| 6M | -24.2% | -32.0% | +7.9% | -23.7% |
| YTD | -18.9% | +87.0% | -105.9% | -22.1% |
| All | -13.7% | +80.3% | -94.0% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling