+61.3%
CHRW vs SPXS
-83.8%
+145.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +2.8% |
| 7D | -0.1% | +1.5% | -1.5% | +0.6% |
| 30D | -4.3% | +6.3% | -10.6% | -2.5% |
| 3M | -7.4% | +4.2% | -11.7% | -6.1% |
| 6M | -20.7% | -7.9% | -12.8% | -21.4% |
| YTD | -15.9% | -27.5% | +11.6% | -20.2% |
| 1Y | -9.9% | -27.0% | +17.1% | -14.2% |
| 3Y | +79.0% | -80.5% | +159.5% | +34.2% |
| 5Y | +61.3% | -84.0% | +145.3% | +23.0% |
| All | +61.3% | -83.8% | +145.1% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling