+48.6%
CHRW vs SM
-11.5%
+60.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +0.6% | -25.9% | +26.5% | +4.6% |
| 30D | -7.3% | -15.1% | +7.8% | -5.6% |
| 3M | -14.2% | +4.9% | -19.0% | -15.7% |
| 6M | -25.1% | +6.1% | -31.2% | -26.9% |
| YTD | -21.2% | +63.4% | -84.6% | -29.1% |
| 1Y | -14.2% | +72.5% | -86.6% | -23.6% |
| 3Y | +63.5% | -16.9% | +80.4% | +57.9% |
| All | +48.6% | -11.5% | +60.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling