-5.9%
SAP vs CHRW
-10.6%
+4.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +1.3% | +4.9% | -3.6% | +1.2% |
| 30D | +15.5% | -4.8% | +20.4% | +15.6% |
| 3M | +22.8% | -13.1% | +35.9% | +23.2% |
| 6M | +42.5% | -16.3% | +58.8% | +39.5% |
| YTD | +0.5% | -15.8% | +16.3% | -4.9% |
| 1Y | -5.9% | -11.1% | +5.2% | -13.0% |
| All | -5.9% | -10.6% | +4.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling