+3,715.3%
CHRW vs SPG
+2,964.7%
+750.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +0.2% | +5.1% | -4.9% | -1.2% |
| 30D | -9.4% | +16.8% | -26.2% | -13.3% |
| 3M | -13.3% | +5.7% | -18.9% | -14.6% |
| 6M | -24.2% | +17.8% | -42.0% | -27.7% |
| YTD | -18.9% | +30.1% | -49.0% | -24.8% |
| 1Y | -12.4% | +32.8% | -45.2% | -19.2% |
| 3Y | +72.2% | +137.2% | -65.0% | +34.1% |
| 5Y | +53.4% | +81.5% | -28.1% | +26.7% |
| 10Y | +127.0% | +116.5% | +10.4% | +59.7% |
| All | +3,715.3% | +2,964.7% | +750.6% | +925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling