-11.1%
CHRW vs SPG
+34.3%
-45.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.1% |
| 7D | +4.9% | +8.2% | -3.3% | +1.0% |
| 30D | -4.8% | +13.5% | -18.3% | -10.5% |
| 3M | -13.1% | +2.2% | -15.4% | -14.0% |
| 6M | -16.3% | +15.9% | -32.2% | -23.0% |
| YTD | -15.8% | +27.6% | -43.4% | -27.0% |
| 1Y | -11.1% | +30.9% | -42.1% | -24.3% |
| All | -11.1% | +34.3% | -45.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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