+318.0%
CHRW vs SPXU
-100.0%
+418.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +8.2% | -27.0% |
| YTD | -7.1% | -29.9% | +22.7% | -13.4% |
| 1Y | +17.8% | -39.1% | +56.9% | +6.7% |
| 3Y | +78.8% | -80.0% | +158.8% | +31.7% |
| 5Y | +83.5% | -86.0% | +169.6% | +37.1% |
| 10Y | +160.2% | -99.5% | +259.8% | +3.0% |
| All | +318.0% | -100.0% | +418.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling