+367.3%
CHRW vs SPXS
-100.0%
+467.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -3.5% | +0.8% | -4.3% | -3.2% |
| 3M | -19.4% | -4.7% | -14.7% | -20.0% |
| 6M | -21.4% | -29.6% | +8.3% | -27.3% |
| YTD | -7.1% | -29.8% | +22.7% | -13.8% |
| 1Y | +17.8% | -38.9% | +56.8% | +6.1% |
| 3Y | +78.8% | -79.6% | +158.4% | +29.5% |
| 5Y | +83.5% | -85.9% | +169.4% | +34.5% |
| 10Y | +160.2% | -99.5% | +259.8% | -4.7% |
| All | +367.3% | -100.0% | +467.3% | -51.8% |
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