+122.7%
CHRW vs SM
+4.2%
+118.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -3.4% | -19.5% | +16.1% | -2.2% |
| 30D | -9.4% | -20.2% | +10.9% | -8.3% |
| 3M | -12.6% | -6.5% | -6.1% | -12.6% |
| 6M | -24.2% | +1.6% | -25.7% | -24.6% |
| YTD | -18.9% | +61.2% | -80.1% | -22.0% |
| 1Y | -13.7% | +65.4% | -79.0% | -17.2% |
| 3Y | +72.6% | -13.0% | +85.6% | +70.3% |
| 5Y | +55.6% | -4.3% | +59.8% | +51.2% |
| 10Y | +122.7% | +3.0% | +119.7% | +104.3% |
| All | +122.7% | +4.2% | +118.5% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling