+169.3%
CHRW vs SM
+12.3%
+157.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -2.0% | +1.4% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +0.9% | +31.5% | -30.6% | -0.9% |
| 3M | -19.9% | +17.3% | -37.2% | -20.9% |
| 6M | -15.8% | +48.5% | -64.3% | -18.3% |
| YTD | -5.6% | +106.3% | -111.8% | -10.4% |
| 1Y | +21.0% | +47.3% | -26.3% | +17.1% |
| 3Y | +86.0% | -1.4% | +87.5% | +82.3% |
| 5Y | +88.6% | +114.0% | -25.4% | +76.6% |
| 10Y | +169.3% | +12.5% | +156.8% | +145.3% |
| All | +169.3% | +12.3% | +157.0% | +145.3% |
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