+3,877.1%
CHRW vs SIRI
-83.3%
+3,960.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +7.3% | -1.7% | +9.0% | +7.4% |
| 30D | -3.6% | +21.1% | -24.7% | -4.8% |
| 3M | -9.6% | +14.7% | -24.3% | -10.5% |
| 6M | -17.0% | +22.9% | -39.9% | -18.2% |
| YTD | -15.4% | +65.7% | -81.2% | -18.5% |
| 1Y | -10.0% | +53.5% | -63.5% | -12.8% |
| 3Y | +82.2% | -23.0% | +105.2% | +82.3% |
| 5Y | +59.4% | -41.5% | +100.8% | +60.4% |
| 10Y | +129.7% | -7.4% | +137.2% | +123.0% |
| All | +3,877.1% | -83.3% | +3,960.3% | +3,079.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling