+1.5%
SMR vs CHRW
+70.9%
-69.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | +4.7% | +4.4% | +0.4% | +3.9% |
| 30D | +3.2% | +5.5% | -2.3% | +2.1% |
| 3M | +9.9% | -17.3% | +27.2% | +13.2% |
| 6M | -15.1% | -12.7% | -2.5% | -14.1% |
| YTD | -27.9% | -4.1% | -23.8% | -28.4% |
| 1Y | -70.2% | +21.2% | -91.5% | -72.0% |
| 3Y | +72.5% | +88.9% | -16.4% | +44.7% |
| All | +1.5% | +70.9% | -69.4% | -10.7% |
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