+3,607.0%
CHRW vs STT
+787.0%
+2,820.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -7.3% | -5.0% | -2.3% | -6.1% |
| 3M | -14.2% | -10.5% | -3.7% | -11.8% |
| 6M | -25.1% | +10.0% | -35.1% | -27.4% |
| YTD | -21.2% | +30.7% | -51.8% | -27.0% |
| 1Y | -14.2% | +43.8% | -57.9% | -22.5% |
| 3Y | +63.5% | +168.1% | -104.6% | +23.7% |
| 5Y | +49.6% | +101.4% | -51.8% | +18.7% |
| 10Y | +129.4% | +211.3% | -81.9% | +52.9% |
| All | +3,607.0% | +787.0% | +2,820.0% | +1,150.3% |
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