+82.2%
CHRW vs SM
-3.9%
+86.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.3% | +9.4% | -2.1% | +6.1% |
| 30D | -3.6% | -14.4% | +10.8% | -2.3% |
| 3M | -9.6% | +1.6% | -11.1% | -10.6% |
| 6M | -17.0% | +6.3% | -23.4% | -18.8% |
| YTD | -15.4% | +78.8% | -94.2% | -24.6% |
| 1Y | -10.0% | +83.1% | -93.1% | -20.2% |
| 3Y | +82.2% | -5.9% | +88.1% | +63.8% |
| All | +82.2% | -3.9% | +86.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling