-13.7%
CHRW vs STT
+46.6%
-60.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.8% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -9.4% | -2.3% | -7.0% | -8.7% |
| 3M | -13.3% | -7.5% | -5.8% | -11.3% |
| 6M | -24.2% | +14.9% | -39.0% | -31.7% |
| YTD | -18.9% | +34.9% | -53.7% | -33.6% |
| All | -13.7% | +46.6% | -60.3% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling