+63.5%
CHRW vs STT
+165.4%
-101.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | -7.3% | -5.0% | -2.3% | -5.8% |
| 3M | -14.2% | -10.5% | -3.7% | -11.3% |
| 6M | -25.1% | +10.0% | -35.1% | -28.6% |
| YTD | -21.2% | +30.7% | -51.8% | -29.5% |
| 1Y | -14.2% | +43.8% | -57.9% | -25.6% |
| 3Y | +63.5% | +168.1% | -104.6% | +7.5% |
| All | +63.5% | +165.4% | -101.8% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling