+48.6%
CHRW vs SPY
+67.4%
-18.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +0.6% | -2.7% | +3.3% | +2.4% |
| 30D | -7.3% | -5.4% | -1.9% | -4.0% |
| 3M | -14.2% | -4.1% | -10.1% | -12.0% |
| 6M | -25.1% | +0.7% | -25.8% | -25.8% |
| YTD | -21.2% | +8.7% | -29.8% | -25.7% |
| 1Y | -14.2% | +10.9% | -25.0% | -20.1% |
| 3Y | +63.5% | +75.0% | -11.5% | +11.1% |
| All | +48.6% | +67.4% | -18.8% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling