+127.0%
CHRW vs SPY
+315.0%
-188.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -9.4% | -3.3% | -6.0% | -7.4% |
| 3M | -13.3% | -2.4% | -10.8% | -12.0% |
| 6M | -24.2% | +2.6% | -26.7% | -25.7% |
| YTD | -18.9% | +11.2% | -30.1% | -24.5% |
| 1Y | -12.4% | +13.4% | -25.8% | -19.4% |
| 3Y | +72.2% | +79.9% | -7.7% | +16.1% |
| 5Y | +53.4% | +72.2% | -18.8% | +5.3% |
| 10Y | +127.0% | +307.3% | -180.4% | -14.4% |
| All | +127.0% | +315.0% | -188.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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