+1,249.1%
SAP vs CHRW
+3,527.3%
-2,278.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -0.7% | +0.6% | -1.2% | -1.0% |
| 30D | +11.1% | -7.3% | +18.4% | +13.3% |
| 3M | +17.0% | -14.2% | +31.2% | +21.7% |
| 6M | +34.8% | -25.1% | +59.9% | +44.2% |
| YTD | -2.2% | -21.2% | +18.9% | +1.0% |
| 1Y | -6.4% | -14.2% | +7.7% | -6.2% |
| 3Y | +75.1% | +63.5% | +11.6% | +33.4% |
| 5Y | +69.8% | +49.6% | +20.2% | +29.6% |
| 10Y | +219.8% | +129.4% | +90.5% | +98.7% |
| All | +1,249.1% | +3,527.3% | -2,278.2% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling