+574.0%
CHRW vs SIMO
+2,080.4%
-1,506.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.7% |
| 7D | +0.6% | -22.0% | +22.6% | +2.9% |
| 30D | -7.3% | -43.0% | +35.8% | -2.5% |
| 3M | -14.2% | -39.1% | +25.0% | -11.0% |
| 6M | -25.1% | -33.3% | +8.2% | -24.3% |
| YTD | -21.2% | +77.0% | -98.1% | -30.2% |
| 1Y | -14.2% | +73.0% | -87.2% | -23.9% |
| 3Y | +63.5% | +215.7% | -152.2% | +32.2% |
| 5Y | +49.6% | +155.6% | -106.0% | +21.0% |
| 10Y | +129.4% | +388.4% | -259.0% | +63.7% |
| All | +574.0% | +2,080.4% | -1,506.4% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling