+57.5%
CHRW vs SPYG
+67.3%
-9.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +7.3% | +2.3% | +4.9% | +6.3% |
| 30D | -3.6% | -6.5% | +2.9% | -0.9% |
| 3M | -9.6% | -6.8% | -2.7% | -7.1% |
| 6M | -17.0% | -3.1% | -13.9% | -16.4% |
| YTD | -15.4% | +8.0% | -23.4% | -19.0% |
| 1Y | -10.0% | +10.2% | -20.2% | -14.6% |
| 3Y | +82.2% | +91.0% | -8.8% | +30.5% |
| All | +57.5% | +67.3% | -9.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling