+129.4%
CHRW vs SITM
+4,608.4%
-4,479.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.5% | +0.6% |
| 7D | -1.4% | +9.7% | -11.1% | -2.1% |
| 30D | -3.5% | +12.7% | -16.2% | -4.8% |
| 3M | -19.4% | -13.4% | -6.0% | -19.2% |
| 6M | -21.4% | +59.6% | -81.0% | -25.8% |
| YTD | -7.1% | +73.3% | -80.4% | -13.2% |
| 1Y | +17.8% | +165.5% | -147.7% | +5.5% |
| 3Y | +78.8% | +368.7% | -289.9% | +46.6% |
| 5Y | +83.5% | +172.5% | -89.0% | +49.3% |
| All | +129.4% | +4,608.4% | -4,479.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling