+323.4%
CHRW vs SPXS
-100.0%
+423.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +2.7% |
| 7D | -0.1% | +1.5% | -1.5% | +0.8% |
| 30D | -4.3% | +6.3% | -10.6% | -2.2% |
| 3M | -7.4% | +4.2% | -11.7% | -5.8% |
| 6M | -20.7% | -7.9% | -12.8% | -21.6% |
| YTD | -15.9% | -27.5% | +11.6% | -20.8% |
| 1Y | -9.9% | -27.0% | +17.1% | -14.8% |
| 3Y | +79.0% | -80.5% | +159.5% | +28.2% |
| 5Y | +61.3% | -84.0% | +145.3% | +22.6% |
| 10Y | +128.5% | -99.5% | +228.0% | -15.3% |
| All | +323.4% | -100.0% | +423.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling