+81.2%
CHRW vs SYY
+24.2%
+57.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -4.3% | -2.2% | -2.0% | -4.2% |
| 3M | -7.4% | -8.0% | +0.6% | -6.3% |
| 6M | -20.7% | +7.5% | -28.2% | -22.6% |
| YTD | -15.9% | +7.4% | -23.3% | -19.3% |
| 1Y | -9.9% | +4.9% | -14.8% | -13.0% |
| All | +81.2% | +24.2% | +57.0% | +45.4% |
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