+86.0%
CHRW vs SYY
+25.4%
+60.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.5% |
| 30D | +0.9% | -5.3% | +6.2% | +2.0% |
| 3M | -19.9% | +5.1% | -25.0% | -21.0% |
| 6M | -15.8% | -5.0% | -10.8% | -15.5% |
| YTD | -5.6% | +10.7% | -16.3% | -9.7% |
| 1Y | +21.0% | +0.7% | +20.4% | +19.0% |
| 3Y | +86.0% | +24.0% | +62.0% | +63.7% |
| All | +86.0% | +25.4% | +60.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling