+55.6%
CHRW vs SPXU
-83.3%
+138.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | -3.4% | +0.5% | -3.9% | -2.9% |
| 30D | -9.4% | +10.9% | -20.3% | -6.9% |
| 3M | -12.6% | +9.6% | -22.3% | -10.4% |
| 6M | -24.2% | -4.7% | -19.5% | -24.3% |
| YTD | -18.9% | -24.6% | +5.7% | -22.4% |
| 1Y | -13.7% | -24.7% | +11.0% | -17.3% |
| 3Y | +72.6% | -80.0% | +152.6% | +29.9% |
| 5Y | +55.6% | -83.5% | +139.0% | +19.2% |
| All | +55.6% | -83.3% | +138.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling