+177.7%
CHRW vs SPXS
-99.5%
+277.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.7% |
| 7D | +4.4% | +6.4% | -2.0% | +5.8% |
| 30D | +5.5% | +6.0% | -0.5% | +6.9% |
| 3M | -17.3% | -11.6% | -5.6% | -19.2% |
| 6M | -12.7% | -28.7% | +16.1% | -18.1% |
| YTD | -4.1% | -26.3% | +22.2% | -9.0% |
| 1Y | +21.2% | -34.9% | +56.2% | +12.5% |
| 3Y | +88.9% | -79.5% | +168.4% | +44.6% |
| 5Y | +93.1% | -85.9% | +179.0% | +48.9% |
| All | +177.7% | -99.5% | +277.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling