-10.0%
CHRW vs SPYG
+8.5%
-18.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +7.3% | +2.3% | +4.9% | +6.5% |
| 30D | -3.6% | -6.5% | +2.9% | -1.7% |
| 3M | -9.6% | -6.8% | -2.7% | -7.8% |
| 6M | -17.0% | -3.1% | -13.9% | -16.2% |
| YTD | -15.4% | +8.0% | -23.4% | -21.3% |
| 1Y | -10.0% | +10.2% | -20.2% | -17.6% |
| All | -10.0% | +8.5% | -18.4% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling