+177.7%
CHRW vs SPXU
-99.5%
+277.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.7% |
| 7D | +4.4% | +6.4% | -2.0% | +5.8% |
| 30D | +5.5% | +5.9% | -0.5% | +6.9% |
| 3M | -17.3% | -11.7% | -5.6% | -19.3% |
| 6M | -12.7% | -28.7% | +16.0% | -18.1% |
| YTD | -4.1% | -26.4% | +22.2% | -9.0% |
| 1Y | +21.2% | -35.2% | +56.5% | +12.4% |
| 3Y | +88.9% | -79.8% | +168.7% | +44.0% |
| 5Y | +93.1% | -86.1% | +179.1% | +48.5% |
| All | +177.7% | -99.5% | +277.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling