+18.4%
CHRW vs SPXS
-36.2%
+54.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | -0.3% |
| 7D | +3.5% | +2.5% | +1.0% | +4.0% |
| 30D | +4.6% | +4.2% | +0.4% | +5.6% |
| 3M | -19.7% | -9.3% | -10.4% | -20.9% |
| 6M | -12.4% | -30.7% | +18.3% | -20.2% |
| YTD | -3.9% | -28.1% | +24.2% | -10.6% |
| 1Y | +18.4% | -35.1% | +53.4% | +7.1% |
| All | +18.4% | -36.2% | +54.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling