+128.5%
CHRW vs STT
+203.9%
-75.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -4.3% | -0.4% | -3.9% | -4.2% |
| 3M | -7.4% | -6.5% | -0.9% | -5.8% |
| 6M | -20.7% | +17.2% | -37.9% | -24.6% |
| YTD | -15.9% | +38.2% | -54.1% | -23.7% |
| 1Y | -9.9% | +49.3% | -59.2% | -20.0% |
| 3Y | +79.0% | +181.9% | -103.0% | +32.0% |
| 5Y | +61.3% | +106.9% | -45.6% | +25.4% |
| 10Y | +128.5% | +203.1% | -74.6% | +57.9% |
| All | +128.5% | +203.9% | -75.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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