+178.3%
CHRW vs SIRI
-10.2%
+188.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +4.6% | +2.5% | +2.1% | +4.1% |
| 3M | -19.7% | +6.6% | -26.3% | -20.4% |
| 6M | -12.4% | +32.9% | -45.3% | -16.0% |
| YTD | -3.9% | +50.5% | -54.4% | -9.6% |
| 1Y | +18.4% | +28.0% | -9.6% | +13.8% |
| 3Y | +88.8% | -22.4% | +111.3% | +87.7% |
| 5Y | +93.5% | -41.3% | +134.8% | +95.6% |
| All | +178.3% | -10.2% | +188.5% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SIRI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling