+4,266.9%
CHRW vs SPG
+2,625.4%
+1,641.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -3.5% | -6.8% | +3.4% | -1.5% |
| 3M | -19.4% | +2.7% | -22.1% | -20.1% |
| 6M | -21.4% | +5.5% | -26.8% | -22.7% |
| YTD | -7.1% | +15.7% | -22.8% | -11.0% |
| 1Y | +17.8% | +20.9% | -3.0% | +11.5% |
| 3Y | +78.8% | +112.4% | -33.6% | +43.5% |
| 5Y | +83.5% | +101.4% | -17.8% | +47.3% |
| 10Y | +160.2% | +60.6% | +99.6% | +101.4% |
| All | +4,266.9% | +2,625.4% | +1,641.5% | +1,114.0% |
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