+334.0%
SPGI vs CHRW
+126.6%
+207.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | -3.4% | +5.0% | +2.5% |
| 30D | +16.1% | -9.4% | +25.4% | +18.7% |
| 3M | +15.5% | -12.6% | +28.1% | +18.6% |
| 6M | +19.6% | -24.2% | +43.8% | +26.2% |
| YTD | -3.6% | -18.9% | +15.3% | -1.6% |
| 1Y | +2.2% | -13.7% | +15.9% | +2.3% |
| 3Y | +30.1% | +72.6% | -42.5% | +1.2% |
| 5Y | +14.9% | +55.6% | -40.6% | -9.7% |
| 10Y | +334.0% | +122.7% | +211.2% | +193.7% |
| All | +334.0% | +126.6% | +207.4% | +193.7% |
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 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