+86.0%
CHRW vs SITM
+412.8%
-326.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +4.1% | +3.7% | +0.4% | +3.8% |
| 30D | +1.9% | -14.5% | +16.4% | +2.7% |
| 3M | -21.2% | -10.6% | -10.6% | -20.9% |
| 6M | -16.7% | +65.5% | -82.2% | -21.0% |
| YTD | -5.4% | +67.0% | -72.4% | -10.6% |
| 1Y | +21.2% | +138.6% | -117.4% | +10.8% |
| All | +86.0% | +412.8% | -326.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling