+3,892.0%
CHRW vs SRE
+1,525.5%
+2,366.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -3.5% | -0.7% | -2.7% | -3.3% |
| 3M | -19.4% | -6.3% | -13.1% | -17.9% |
| 6M | -21.4% | -10.7% | -10.7% | -18.9% |
| YTD | -7.1% | -3.5% | -3.7% | -6.8% |
| 1Y | +17.8% | +5.3% | +12.5% | +14.8% |
| 3Y | +78.8% | +31.8% | +47.0% | +59.3% |
| 5Y | +83.5% | +47.4% | +36.2% | +56.8% |
| 10Y | +160.2% | +120.6% | +39.7% | +84.7% |
| All | +3,892.0% | +1,525.5% | +2,366.5% | +1,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling