-3.6%
SMR vs CHRW
+65.5%
-69.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.4% | -1.4% | +5.8% | +4.7% |
| 30D | +3.4% | -3.5% | +6.9% | +4.0% |
| 3M | -19.2% | -19.4% | +0.2% | -16.3% |
| 6M | -22.6% | -21.4% | -1.3% | -19.7% |
| YTD | -31.5% | -7.1% | -24.4% | -31.6% |
| 1Y | -73.1% | +17.8% | -90.9% | -74.6% |
| 3Y | +55.0% | +78.8% | -23.8% | +31.5% |
| All | -3.6% | +65.5% | -69.1% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling