+178.3%
CHRW vs SYY
+116.5%
+61.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.5% | +3.9% | -0.5% | +2.6% |
| 30D | +4.6% | -1.7% | +6.3% | +5.0% |
| 3M | -19.7% | +5.2% | -24.9% | -20.8% |
| 6M | -12.4% | -0.2% | -12.2% | -12.9% |
| YTD | -3.9% | +15.4% | -19.3% | -7.9% |
| 1Y | +18.4% | +5.6% | +12.8% | +15.8% |
| 3Y | +88.8% | +28.9% | +60.0% | +75.1% |
| 5Y | +93.5% | +24.1% | +69.5% | +80.4% |
| All | +178.3% | +116.5% | +61.8% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling