+3,875.0%
CHRW vs SYY
+1,507.0%
+2,367.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +4.7% | +1.3% | +3.4% | +4.3% |
| 30D | -2.6% | -3.5% | +0.9% | -1.9% |
| 3M | -8.0% | -9.3% | +1.3% | -5.6% |
| 6M | -19.0% | +5.9% | -24.9% | -21.0% |
| YTD | -15.5% | +6.5% | -21.9% | -18.5% |
| 1Y | -10.8% | +4.0% | -14.8% | -13.5% |
| 3Y | +79.8% | +23.0% | +56.8% | +63.9% |
| 5Y | +59.3% | +14.3% | +44.9% | +47.2% |
| 10Y | +129.6% | +85.8% | +43.8% | +65.0% |
| All | +3,875.0% | +1,507.0% | +2,367.9% | +1,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling