+129.9%
CHRW vs SPYG
+393.2%
-263.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +7.3% | +2.3% | +4.9% | +6.1% |
| 30D | -3.6% | -6.5% | +2.9% | -0.5% |
| 3M | -9.6% | -6.8% | -2.7% | -6.7% |
| 6M | -17.0% | -3.1% | -13.9% | -16.3% |
| YTD | -15.4% | +8.0% | -23.4% | -19.3% |
| 1Y | -10.0% | +10.2% | -20.2% | -15.0% |
| 3Y | +82.2% | +91.0% | -8.8% | +26.9% |
| 5Y | +59.4% | +67.7% | -8.4% | +16.7% |
| All | +129.9% | +393.2% | -263.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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