+177.7%
CHRW vs SPMO
+514.3%
-336.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +2.1% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +5.5% | -0.7% | +6.2% | +5.7% |
| 3M | -17.3% | +2.8% | -20.1% | -18.9% |
| 6M | -12.7% | +24.4% | -37.1% | -22.0% |
| YTD | -4.1% | +24.2% | -28.3% | -14.1% |
| 1Y | +21.2% | +24.5% | -3.3% | +8.2% |
| 3Y | +88.9% | +155.6% | -66.7% | +17.9% |
| 5Y | +93.1% | +148.2% | -55.1% | +21.1% |
| All | +177.7% | +514.3% | -336.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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