+81.2%
CHRW vs SPYG
+93.9%
-12.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | -0.1% | -1.5% | +1.5% | +0.4% |
| 30D | -4.3% | -7.2% | +2.9% | -2.1% |
| 3M | -7.4% | -4.6% | -2.8% | -6.2% |
| 6M | -20.7% | -1.2% | -19.5% | -20.7% |
| YTD | -15.9% | +9.3% | -25.2% | -19.2% |
| 1Y | -9.9% | +8.8% | -18.7% | -13.4% |
| All | +81.2% | +93.9% | -12.7% | +48.7% |
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