+4,266.9%
CHRW vs SIRI
-84.9%
+4,351.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -3.5% | -4.7% | +1.2% | -3.2% |
| 3M | -19.4% | +5.3% | -24.7% | -19.7% |
| 6M | -21.4% | +30.5% | -51.9% | -22.9% |
| YTD | -7.1% | +49.6% | -56.8% | -9.8% |
| 1Y | +17.8% | +28.5% | -10.7% | +15.6% |
| 3Y | +78.8% | -27.5% | +106.2% | +79.4% |
| 5Y | +83.5% | -44.7% | +128.2% | +85.5% |
| 10Y | +160.2% | -12.6% | +172.9% | +153.8% |
| All | +4,266.9% | -84.9% | +4,351.8% | +3,417.6% |
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