+86.0%
CHRW vs SRE
+33.0%
+53.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +1.9% | +1.4% | +0.5% | +1.6% |
| 30D | +0.9% | +1.9% | -1.0% | +0.4% |
| 3M | -19.9% | -3.3% | -16.6% | -19.3% |
| 6M | -15.8% | -6.4% | -9.4% | -14.7% |
| YTD | -5.6% | -1.8% | -3.8% | -5.8% |
| 1Y | +21.0% | +10.7% | +10.3% | +16.2% |
| 3Y | +86.0% | +31.8% | +54.2% | +60.2% |
| All | +86.0% | +33.0% | +53.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling