+48.6%
CHRW vs SIMO
+154.7%
-106.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.4% |
| 7D | +0.6% | -22.0% | +22.6% | +1.2% |
| 30D | -7.3% | -43.0% | +35.8% | -5.8% |
| 3M | -14.2% | -39.1% | +25.0% | -13.3% |
| 6M | -25.1% | -33.3% | +8.2% | -24.8% |
| YTD | -21.2% | +77.0% | -98.1% | -27.3% |
| 1Y | -14.2% | +73.0% | -87.2% | -20.7% |
| 3Y | +63.5% | +215.7% | -152.2% | +40.4% |
| All | +48.6% | +154.7% | -106.1% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling