+57.5%
CHRW vs SITM
+73.6%
-16.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.5% |
| 7D | +7.3% | +6.6% | +0.7% | +6.7% |
| 30D | -3.6% | -15.3% | +11.7% | -2.7% |
| 3M | -9.6% | -35.4% | +25.8% | -7.2% |
| 6M | -17.0% | -46.8% | +29.8% | -14.0% |
| YTD | -15.4% | +25.9% | -41.3% | -20.3% |
| 1Y | -10.0% | +54.0% | -64.0% | -16.9% |
| 3Y | +82.2% | +315.6% | -233.4% | +43.7% |
| All | +57.5% | +73.6% | -16.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling