+178.3%
CHRW vs SRE
+122.3%
+56.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +4.6% | -3.0% | +7.6% | +5.3% |
| 3M | -19.7% | -8.3% | -11.4% | -18.1% |
| 6M | -12.4% | -8.9% | -3.5% | -10.7% |
| YTD | -3.9% | -4.3% | +0.4% | -3.4% |
| 1Y | +18.4% | +2.7% | +15.7% | +16.7% |
| 3Y | +88.8% | +28.7% | +60.2% | +72.9% |
| 5Y | +93.5% | +47.1% | +46.4% | +71.9% |
| All | +178.3% | +122.3% | +56.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling