+176.2%
SAP vs CHRW
+168.2%
+8.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +2.6% | +0.9% | +1.6% | +2.3% |
| 3M | +16.3% | -19.9% | +36.1% | +20.0% |
| 6M | +6.4% | -15.8% | +22.2% | +8.4% |
| YTD | -11.4% | -5.6% | -5.8% | -12.7% |
| 1Y | -20.4% | +21.0% | -41.4% | -26.1% |
| 3Y | +56.5% | +86.0% | -29.5% | +27.5% |
| 5Y | +56.8% | +88.6% | -31.8% | +23.8% |
| 10Y | +176.2% | +169.3% | +6.9% | +93.2% |
| All | +176.2% | +168.2% | +8.0% | +93.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling