+164.4%
CHRW vs SPMO
+572.4%
-408.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -1.4% | +2.0% | -3.4% | -2.2% |
| 30D | -3.5% | -0.4% | -3.1% | -3.4% |
| 3M | -19.4% | -1.9% | -17.5% | -19.3% |
| 6M | -21.4% | +25.0% | -46.4% | -29.6% |
| YTD | -7.1% | +26.0% | -33.2% | -17.1% |
| 1Y | +17.8% | +28.7% | -10.9% | +4.0% |
| 3Y | +78.8% | +160.9% | -82.1% | +12.2% |
| 5Y | +83.5% | +147.9% | -64.4% | +16.9% |
| 10Y | +160.2% | +518.9% | -358.7% | +20.9% |
| All | +164.4% | +572.4% | -408.1% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling