-11.1%
CHRW vs SM
+70.4%
-81.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.5% | +0.7% |
| 7D | +4.9% | -21.5% | +26.4% | +5.5% |
| 30D | -4.8% | -11.4% | +6.6% | -5.0% |
| 3M | -13.1% | +0.6% | -13.8% | -13.9% |
| 6M | -16.3% | +0.2% | -16.6% | -17.1% |
| YTD | -15.8% | +69.7% | -85.5% | -20.7% |
| 1Y | -11.1% | +71.6% | -82.7% | -16.0% |
| All | -11.1% | +70.4% | -81.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling