+92.0%
CHRW vs SPYG
+85.2%
+6.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +4.6% | -1.5% | +6.1% | +5.3% |
| 3M | -19.7% | +3.7% | -23.4% | -21.2% |
| 6M | -12.4% | +16.4% | -28.8% | -18.7% |
| YTD | -3.9% | +13.3% | -17.2% | -9.6% |
| 1Y | +18.4% | +17.9% | +0.5% | +9.1% |
| 3Y | +88.8% | +98.3% | -9.5% | +33.3% |
| All | +92.0% | +85.2% | +6.7% | +30.7% |
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 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