+59.8%
SO vs CHRW
+83.1%
-23.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | -4.6% | -3.5% | -1.1% | -4.3% |
| 3M | -3.0% | -19.4% | +16.4% | -1.5% |
| 6M | -8.3% | -21.4% | +13.1% | -6.7% |
| YTD | +3.5% | -7.1% | +10.7% | +2.9% |
| 1Y | -0.9% | +17.8% | -18.7% | -4.5% |
| 3Y | +45.4% | +78.8% | -33.4% | +30.4% |
| All | +59.8% | +83.1% | -23.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling