+1,475.6%
CHRW vs SPYG
+530.1%
+945.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +1.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -9.4% | -8.4% | -1.0% | -4.4% |
| 3M | -13.3% | -6.2% | -7.0% | -10.1% |
| 6M | -24.2% | -1.8% | -22.4% | -24.1% |
| YTD | -18.9% | +8.4% | -27.2% | -23.8% |
| 1Y | -12.4% | +10.1% | -22.4% | -18.5% |
| 3Y | +72.2% | +94.9% | -22.7% | +7.7% |
| 5Y | +53.4% | +68.5% | -15.1% | +3.3% |
| 10Y | +127.0% | +392.2% | -265.3% | -29.8% |
| All | +1,475.6% | +530.1% | +945.5% | +189.3% |
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