+325.6%
CHRW vs SPXS
-100.0%
+425.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | +0.4% |
| 7D | +7.3% | -7.5% | +14.8% | +5.3% |
| 30D | -3.6% | +5.3% | -8.9% | -1.7% |
| 3M | -9.6% | +9.7% | -19.3% | -6.8% |
| 6M | -17.0% | -4.6% | -12.5% | -17.2% |
| YTD | -15.4% | -25.8% | +10.4% | -19.9% |
| 1Y | -10.0% | -28.8% | +18.8% | -15.4% |
| 3Y | +82.2% | -80.2% | +162.3% | +31.1% |
| 5Y | +59.4% | -83.2% | +142.6% | +22.6% |
| 10Y | +129.7% | -99.5% | +229.2% | -14.4% |
| All | +325.6% | -100.0% | +425.6% | -55.2% |
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