+67.4%
CHRW vs SWK
+46.5%
+20.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.5% |
| 7D | +0.7% | +11.3% | -10.6% | -2.2% |
| 30D | -5.0% | +28.1% | -33.1% | -11.1% |
| 3M | -16.1% | +12.6% | -28.7% | -18.9% |
| 6M | -22.6% | +51.7% | -74.3% | -31.6% |
| YTD | -19.3% | +60.0% | -79.3% | -29.7% |
| 1Y | -14.9% | +72.7% | -87.6% | -27.5% |
| All | +67.4% | +46.5% | +20.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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