+21.7%
CHRW vs SOLS
+17.0%
+4.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +3.5% | -3.5% | +6.9% | +3.6% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | -19.7% | -24.1% | +4.4% | -18.5% |
| 6M | -12.4% | -18.0% | +5.6% | -11.6% |
| YTD | -3.9% | +27.1% | -31.0% | -6.8% |
| All | +21.7% | +17.0% | +4.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling