+127.0%
CHRW vs SM
+4.9%
+122.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.1% |
| 7D | +0.2% | -22.3% | +22.5% | +1.7% |
| 30D | -9.4% | -21.4% | +12.0% | -8.2% |
| 3M | -13.3% | +1.4% | -14.6% | -13.7% |
| 6M | -24.2% | +0.1% | -24.3% | -24.6% |
| YTD | -18.9% | +59.0% | -77.8% | -21.9% |
| 1Y | -12.4% | +64.3% | -76.7% | -15.9% |
| 3Y | +72.2% | -13.1% | +85.4% | +70.0% |
| 5Y | +53.4% | -13.9% | +67.2% | +49.8% |
| 10Y | +127.0% | +1.7% | +125.3% | +108.4% |
| All | +127.0% | +4.9% | +122.0% | +108.4% |
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