+59.3%
CHRW vs SIMO
+184.2%
-124.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.5% |
| 7D | +4.7% | +14.9% | -10.1% | +4.3% |
| 30D | -2.6% | -27.0% | +24.4% | -1.9% |
| 3M | -8.0% | -25.4% | +17.4% | -7.7% |
| 6M | -19.0% | -30.3% | +11.3% | -18.7% |
| YTD | -15.5% | +95.8% | -111.3% | -22.3% |
| 1Y | -10.8% | +100.0% | -110.8% | -18.2% |
| 3Y | +79.8% | +238.3% | -158.5% | +54.2% |
| 5Y | +59.3% | +187.6% | -128.3% | +37.0% |
| All | +59.3% | +184.2% | -124.9% | +37.0% |
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