+174.1%
CHRW vs SPXS
-99.6%
+273.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.5% |
| 7D | +4.1% | +1.2% | +2.8% | +4.4% |
| 30D | +1.9% | +5.2% | -3.3% | +3.1% |
| 3M | -21.2% | -9.2% | -12.0% | -22.5% |
| 6M | -16.7% | -29.6% | +12.9% | -22.1% |
| YTD | -5.4% | -27.6% | +22.3% | -10.5% |
| 1Y | +21.2% | -36.7% | +57.9% | +11.8% |
| 3Y | +86.5% | -79.8% | +166.3% | +42.2% |
| 5Y | +93.0% | -85.9% | +178.9% | +49.0% |
| All | +174.1% | -99.6% | +273.6% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling