+214.8%
SAP vs CHRW
+127.5%
+87.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | -0.7% | +0.6% | -1.2% | -0.8% |
| 30D | +11.1% | -7.3% | +18.4% | +12.3% |
| 3M | +17.0% | -14.2% | +31.2% | +19.7% |
| 6M | +34.8% | -25.1% | +59.9% | +39.8% |
| YTD | -2.2% | -21.2% | +18.9% | -0.9% |
| 1Y | -6.4% | -14.2% | +7.7% | -6.9% |
| 3Y | +75.1% | +63.5% | +11.6% | +44.7% |
| 5Y | +69.8% | +49.6% | +20.2% | +40.5% |
| All | +214.8% | +127.5% | +87.3% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling