+177.7%
CHRW vs SPYG
+420.3%
-242.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.7% |
| 7D | +4.4% | -1.8% | +6.2% | +5.3% |
| 30D | +5.5% | -1.9% | +7.4% | +6.5% |
| 3M | -17.3% | +5.2% | -22.4% | -19.6% |
| 6M | -12.7% | +15.6% | -28.2% | -19.2% |
| YTD | -4.1% | +12.4% | -16.5% | -10.1% |
| 1Y | +21.2% | +17.5% | +3.8% | +11.0% |
| 3Y | +88.9% | +98.1% | -9.2% | +29.5% |
| 5Y | +93.1% | +84.9% | +8.2% | +34.7% |
| All | +177.7% | +420.3% | -242.7% | +3.4% |
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