+694.0%
CHRW vs SIMO
+3,332.4%
-2,638.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.2% |
| 7D | -1.4% | +4.2% | -5.6% | -1.9% |
| 30D | -3.5% | +4.1% | -7.6% | -4.2% |
| 3M | -19.4% | -12.9% | -6.5% | -19.4% |
| 6M | -21.4% | +110.3% | -131.7% | -30.1% |
| YTD | -7.1% | +178.6% | -185.7% | -20.6% |
| 1Y | +17.8% | +220.0% | -202.2% | -1.3% |
| 3Y | +78.8% | +409.0% | -330.3% | +39.1% |
| 5Y | +83.5% | +277.3% | -193.8% | +44.3% |
| 10Y | +160.2% | +506.6% | -346.4% | +84.3% |
| All | +694.0% | +3,332.4% | -2,638.3% | +250.2% |
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