+34.8%
SMCI vs CHRW
+87.9%
-53.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -1.3% | +4.4% | -5.6% | -1.8% |
| 30D | +18.3% | +5.5% | +12.8% | +17.6% |
| 3M | +27.7% | -17.3% | +45.0% | +29.7% |
| 6M | +17.6% | -12.7% | +30.2% | +18.9% |
| YTD | +27.7% | -4.1% | +31.8% | +29.0% |
| 1Y | -14.9% | +21.2% | -36.1% | -14.6% |
| All | +34.8% | +87.9% | -53.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling