+155.9%
SO vs CHRW
+168.2%
-12.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +1.0% | +1.9% | -0.9% | +0.7% |
| 30D | -3.2% | +0.9% | -4.1% | -3.4% |
| 3M | -1.7% | -19.9% | +18.2% | +0.9% |
| 6M | -7.2% | -15.8% | +8.6% | -5.7% |
| YTD | +4.6% | -5.6% | +10.1% | +3.7% |
| 1Y | +1.2% | +21.0% | -19.8% | -4.1% |
| 3Y | +45.3% | +86.0% | -40.8% | +24.7% |
| 5Y | +58.7% | +88.6% | -29.9% | +33.1% |
| 10Y | +155.9% | +169.3% | -13.4% | +88.9% |
| All | +155.9% | +168.2% | -12.3% | +88.9% |
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