-10.0%
CHRW vs SPMO
+11.2%
-21.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +7.3% | +6.3% | +0.9% | +5.7% |
| 30D | -3.6% | -8.9% | +5.3% | -1.7% |
| 3M | -9.6% | -13.2% | +3.6% | -6.8% |
| 6M | -17.0% | -9.3% | -7.7% | -16.0% |
| YTD | -15.4% | +11.6% | -27.0% | -26.3% |
| 1Y | -10.0% | +13.4% | -23.4% | -22.5% |
| All | -10.0% | +11.2% | -21.2% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling