+86.0%
CHRW vs SPXU
-80.6%
+166.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +2.0% |
| 7D | +1.9% | -1.5% | +3.4% | +1.6% |
| 30D | +0.9% | +3.7% | -2.8% | +1.8% |
| 3M | -19.9% | -9.6% | -10.3% | -21.2% |
| 6M | -15.8% | -32.4% | +16.6% | -21.8% |
| YTD | -5.6% | -28.7% | +23.1% | -10.9% |
| 1Y | +21.0% | -38.2% | +59.3% | +11.4% |
| 3Y | +86.0% | -80.4% | +166.5% | +46.3% |
| All | +86.0% | -80.6% | +166.6% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling