+7.1%
CHRW vs SOLS
+25.7%
-18.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +7.3% | +14.0% | -6.7% | +6.7% |
| 30D | -3.6% | +10.0% | -13.5% | -4.0% |
| 3M | -9.6% | +5.8% | -15.4% | -9.9% |
| 6M | -17.0% | -25.2% | +8.2% | -15.9% |
| YTD | -15.4% | +36.5% | -52.0% | -18.3% |
| 1Y | -10.0% | +45.0% | -55.0% | -13.4% |
| All | +7.1% | +25.7% | -18.6% | +3.4% |
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