+140.6%
CHRW vs SPMO
+504.7%
-364.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.7% | +9.8% | -5.0% | +0.8% |
| 30D | -2.6% | -9.2% | +6.6% | +1.0% |
| 3M | -8.0% | -11.0% | +3.0% | -4.0% |
| 6M | -19.0% | -6.6% | -12.4% | -17.9% |
| YTD | -15.5% | +13.3% | -28.8% | -21.5% |
| 1Y | -10.8% | +12.7% | -23.5% | -17.0% |
| 3Y | +79.8% | +127.5% | -47.7% | +19.2% |
| 5Y | +59.3% | +117.4% | -58.1% | +6.7% |
| 10Y | +129.6% | +469.5% | -339.9% | +10.8% |
| All | +140.6% | +504.7% | -364.1% | +18.3% |
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