+4,266.9%
CHRW vs SM
+330.4%
+3,936.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | +26.3% | -29.8% | -5.9% |
| 3M | -19.4% | +8.7% | -28.1% | -20.4% |
| 6M | -21.4% | +51.7% | -73.0% | -25.4% |
| YTD | -7.1% | +99.0% | -106.2% | -14.4% |
| 1Y | +17.8% | +34.6% | -16.8% | +12.7% |
| 3Y | +78.8% | -7.8% | +86.5% | +74.6% |
| 5Y | +83.5% | +104.8% | -21.3% | +61.3% |
| 10Y | +160.2% | +7.2% | +153.0% | +98.6% |
| All | +4,266.9% | +330.4% | +3,936.5% | +1,999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling