-69.4%
SMR vs CHRW
+21.7%
-91.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +13.1% | +4.1% | +9.0% | +12.7% |
| 30D | +17.8% | +1.9% | +15.9% | +17.6% |
| 3M | +8.1% | -21.2% | +29.3% | +11.8% |
| 6M | -11.1% | -16.7% | +5.6% | -9.9% |
| YTD | -23.7% | -5.4% | -18.3% | -22.9% |
| 1Y | -69.4% | +21.2% | -90.6% | -69.2% |
| All | -69.4% | +21.7% | -91.1% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling