+129.9%
CHRW vs SPXU
-99.5%
+229.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | +0.3% |
| 7D | +7.3% | -7.6% | +14.9% | +5.6% |
| 30D | -3.6% | +5.3% | -8.9% | -2.0% |
| 3M | -9.6% | +9.6% | -19.2% | -7.3% |
| 6M | -17.0% | -4.5% | -12.5% | -17.1% |
| YTD | -15.4% | -25.9% | +10.5% | -19.2% |
| 1Y | -10.0% | -28.9% | +18.9% | -14.6% |
| 3Y | +82.2% | -80.5% | +162.6% | +38.0% |
| 5Y | +59.4% | -83.4% | +142.7% | +27.5% |
| All | +129.9% | -99.5% | +229.4% | +4.0% |
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