+88.9%
SMR vs CHRW
+86.2%
+2.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.7% | +13.6% | +15.0% |
| 7D | +21.4% | +1.9% | +19.5% | +21.0% |
| 30D | +13.8% | +0.9% | +12.9% | +13.6% |
| 3M | +3.9% | -19.9% | +23.8% | +7.7% |
| 6M | -4.2% | -15.8% | +11.6% | -2.3% |
| YTD | -21.1% | -5.6% | -15.5% | -21.2% |
| 1Y | -67.1% | +21.0% | -88.1% | -68.8% |
| 3Y | +88.9% | +86.0% | +2.8% | +72.5% |
| All | +88.9% | +86.2% | +2.7% | +72.5% |
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