+1,703.4%
CHRW vs SPYG
+564.9%
+1,138.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -3.5% | -0.4% | -3.0% | -3.2% |
| 3M | -19.4% | +0.5% | -19.9% | -20.1% |
| 6M | -21.4% | +17.5% | -38.8% | -29.6% |
| YTD | -7.1% | +14.3% | -21.5% | -15.3% |
| 1Y | +17.8% | +21.7% | -3.9% | +2.9% |
| 3Y | +78.8% | +98.6% | -19.8% | +11.0% |
| 5Y | +83.5% | +85.1% | -1.6% | +16.7% |
| 10Y | +160.2% | +412.0% | -251.8% | -21.1% |
| All | +1,703.4% | +564.9% | +1,138.6% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling