+180.9%
SAP vs CHRW
+163.8%
+17.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | +9.0% | -3.5% | +12.5% | +9.6% |
| 3M | +14.9% | -19.4% | +34.3% | +18.4% |
| 6M | +11.9% | -21.4% | +33.3% | +15.5% |
| YTD | -9.9% | -7.1% | -2.8% | -10.9% |
| 1Y | -19.5% | +17.8% | -37.4% | -24.9% |
| 3Y | +61.8% | +78.8% | -17.0% | +33.1% |
| 5Y | +56.2% | +83.5% | -27.4% | +24.1% |
| All | +180.9% | +163.8% | +17.1% | +97.1% |
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