+57.5%
CHRW vs STT
+104.1%
-46.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.3% | +4.8% | +2.5% | +6.0% |
| 30D | -3.6% | +3.9% | -7.5% | -4.6% |
| 3M | -9.6% | -8.2% | -1.4% | -7.6% |
| 6M | -17.0% | +15.6% | -32.6% | -20.9% |
| YTD | -15.4% | +37.6% | -53.1% | -23.2% |
| 1Y | -10.0% | +50.1% | -60.1% | -20.2% |
| 3Y | +82.2% | +183.1% | -100.9% | +36.0% |
| All | +57.5% | +104.1% | -46.6% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling