+93.0%
CHRW vs SPMO
+149.2%
-56.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +4.1% | +2.7% | +1.4% | +3.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.4% |
| 3M | -21.2% | +2.0% | -23.2% | -22.1% |
| 6M | -16.7% | +26.5% | -43.2% | -25.7% |
| YTD | -5.4% | +26.5% | -31.9% | -15.4% |
| 1Y | +21.2% | +27.9% | -6.8% | +7.4% |
| 3Y | +86.5% | +160.4% | -73.9% | +14.2% |
| 5Y | +93.0% | +151.5% | -58.5% | +16.1% |
| All | +93.0% | +149.2% | -56.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling