+21.2%
CHRW vs SMTC
+153.7%
-132.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.5% |
| 7D | +4.4% | +17.5% | -13.2% | +3.2% |
| 30D | +5.5% | +21.3% | -15.8% | +3.8% |
| 3M | -17.3% | +3.1% | -20.4% | -17.0% |
| 6M | -12.7% | +81.7% | -94.4% | -18.9% |
| YTD | -4.1% | +115.9% | -120.1% | -12.0% |
| 1Y | +21.2% | +157.8% | -136.6% | +11.5% |
| All | +21.2% | +153.7% | -132.5% | +11.5% |
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