+86.8%
CHRW vs SPY
+82.0%
+4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.5% | +0.1% | -3.5% | -3.5% |
| 3M | -19.4% | +2.0% | -21.4% | -20.6% |
| 6M | -21.4% | +13.0% | -34.4% | -27.7% |
| YTD | -7.1% | +13.5% | -20.7% | -14.7% |
| 1Y | +17.8% | +20.0% | -2.1% | +4.3% |
| 3Y | +78.8% | +77.2% | +1.6% | +21.0% |
| All | +86.8% | +82.0% | +4.8% | +18.9% |
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