+177.7%
CHRW vs SIRI
-11.0%
+188.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +4.4% | -3.0% | +7.3% | +4.8% |
| 30D | +5.5% | +1.3% | +4.2% | +5.2% |
| 3M | -17.3% | +5.6% | -22.9% | -17.9% |
| 6M | -12.7% | +35.2% | -47.8% | -16.4% |
| YTD | -4.1% | +49.1% | -53.2% | -9.7% |
| 1Y | +21.2% | +26.8% | -5.5% | +16.7% |
| 3Y | +88.9% | -23.7% | +112.6% | +88.2% |
| 5Y | +93.1% | -41.8% | +134.9% | +95.3% |
| All | +177.7% | -11.0% | +188.7% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling