+17.3%
CHRW vs SMTC
+154.8%
-137.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | 0.0% |
| 7D | -1.8% | +12.7% | -14.6% | -2.6% |
| 30D | -3.9% | +22.0% | -25.8% | -5.5% |
| 3M | -19.7% | -12.7% | -7.1% | -18.5% |
| 6M | -21.7% | +64.8% | -86.5% | -26.8% |
| YTD | -7.5% | +100.7% | -108.2% | -14.6% |
| 1Y | +17.3% | +146.9% | -129.6% | +8.9% |
| All | +17.3% | +154.8% | -137.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling