-53.7%
SMR vs CHRW
+50.7%
-104.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.3% | +7.3% | -15.6% | -9.5% |
| 30D | -20.1% | -3.6% | -16.5% | -19.6% |
| 3M | -52.7% | -9.6% | -43.1% | -52.0% |
| 6M | -61.0% | -17.0% | -44.0% | -60.5% |
| YTD | -67.1% | -15.4% | -51.7% | -66.7% |
| 1Y | -79.9% | -10.0% | -69.9% | -79.9% |
| 3Y | +101.7% | +82.2% | +19.6% | +67.7% |
| All | -53.7% | +50.7% | -104.4% | -58.4% |
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