+86.0%
CHRW vs SPYG
+100.8%
-14.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +0.9% | -1.6% | +2.5% | +1.5% |
| 3M | -19.9% | +3.4% | -23.2% | -20.8% |
| 6M | -15.8% | +18.9% | -34.7% | -21.3% |
| YTD | -5.6% | +13.8% | -19.4% | -10.3% |
| 1Y | +21.0% | +20.6% | +0.4% | +12.4% |
| 3Y | +86.0% | +100.5% | -14.5% | +47.9% |
| All | +86.0% | +100.8% | -14.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling