+86.0%
CHRW vs SPXS
-79.5%
+165.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.5% |
| 7D | +4.1% | +1.2% | +2.8% | +4.3% |
| 30D | +1.9% | +5.2% | -3.3% | +3.0% |
| 3M | -21.2% | -9.2% | -12.0% | -22.4% |
| 6M | -16.7% | -29.6% | +12.9% | -22.0% |
| YTD | -5.4% | -27.6% | +22.3% | -10.4% |
| 1Y | +21.2% | -36.7% | +57.9% | +12.1% |
| All | +86.0% | -79.5% | +165.5% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling