+86.0%
CHRW vs SMTC
+565.9%
-479.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +4.1% | +22.5% | -18.4% | +2.7% |
| 30D | +1.9% | +24.9% | -23.0% | +0.3% |
| 3M | -21.2% | +4.1% | -25.2% | -21.6% |
| 6M | -16.7% | +92.6% | -109.2% | -21.0% |
| YTD | -5.4% | +122.5% | -127.8% | -11.2% |
| 1Y | +21.2% | +166.2% | -145.0% | +12.3% |
| All | +86.0% | +565.9% | -479.9% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling