+93.0%
CHRW vs SYY
+22.4%
+70.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +1.9% | -2.7% | +4.6% | +2.6% |
| 3M | -21.2% | +5.9% | -27.0% | -22.7% |
| 6M | -16.7% | -2.3% | -14.3% | -16.8% |
| YTD | -5.4% | +13.1% | -18.5% | -10.5% |
| 1Y | +21.2% | +3.8% | +17.4% | +18.0% |
| 3Y | +86.5% | +26.7% | +59.7% | +66.3% |
| 5Y | +93.0% | +19.4% | +73.6% | +75.0% |
| All | +93.0% | +22.4% | +70.6% | +75.0% |
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