-11.2%
CHRW vs SPG
+33.2%
-44.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -0.1% | +2.7% | -2.8% | -1.4% |
| 30D | -4.3% | +16.6% | -20.8% | -11.2% |
| 3M | -7.4% | +8.1% | -15.5% | -11.0% |
| 6M | -20.7% | +19.3% | -40.0% | -28.2% |
| YTD | -15.9% | +31.1% | -46.9% | -28.3% |
| All | -11.2% | +33.2% | -44.5% | -25.6% |
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