-80.4%
SMR vs CHRW
-9.7%
-70.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | -21.9% | -4.3% | -17.7% | -21.5% |
| 3M | -47.1% | -7.4% | -39.7% | -46.8% |
| 6M | -60.6% | -20.7% | -39.9% | -60.5% |
| YTD | -63.1% | -15.9% | -47.2% | -66.6% |
| 1Y | -80.4% | -9.9% | -70.6% | -82.1% |
| All | -80.4% | -9.7% | -70.8% | -82.1% |
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