+61.3%
CHRW vs SYY
+12.2%
+49.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -4.3% | -2.2% | -2.0% | -4.1% |
| 3M | -7.4% | -8.0% | +0.6% | -5.6% |
| 6M | -20.7% | +7.5% | -28.2% | -23.2% |
| YTD | -15.9% | +7.4% | -23.3% | -19.8% |
| 1Y | -9.9% | +4.9% | -14.8% | -13.4% |
| 3Y | +79.0% | +24.1% | +54.9% | +58.3% |
| 5Y | +61.3% | +13.4% | +48.0% | +47.9% |
| All | +61.3% | +12.2% | +49.2% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling