+4,266.9%
CHRW vs STT
+940.7%
+3,326.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -3.5% | +3.9% | -7.3% | -4.5% |
| 3M | -19.4% | +20.0% | -39.4% | -23.5% |
| 6M | -21.4% | +55.3% | -76.7% | -30.4% |
| YTD | -7.1% | +53.3% | -60.5% | -17.5% |
| 1Y | +17.8% | +74.7% | -56.9% | +0.9% |
| 3Y | +78.8% | +205.8% | -127.1% | +30.6% |
| 5Y | +83.5% | +145.0% | -61.5% | +38.2% |
| 10Y | +160.2% | +266.0% | -105.8% | +66.3% |
| All | +4,266.9% | +940.7% | +3,326.2% | +1,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling