+80.7%
SAP vs CHRW
+58.8%
+22.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.6% | +7.3% | -6.7% | 0.0% |
| 30D | +6.5% | -3.6% | +10.1% | +6.8% |
| 3M | +12.2% | -9.6% | +21.8% | +13.1% |
| 6M | +46.1% | -17.0% | +63.1% | +47.0% |
| YTD | -1.6% | -15.4% | +13.8% | -2.0% |
| 1Y | -5.1% | -10.0% | +4.9% | -6.2% |
| 3Y | +68.4% | +82.2% | -13.8% | +46.7% |
| All | +80.7% | +58.8% | +22.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling