+308.7%
SPGI vs CHRW
+163.9%
+144.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +8.4% | -3.5% | +11.9% | +9.4% |
| 3M | +11.8% | -19.4% | +31.2% | +17.3% |
| 6M | +5.7% | -21.4% | +27.1% | +11.2% |
| YTD | -9.7% | -7.1% | -2.5% | -10.3% |
| 1Y | -12.5% | +17.8% | -30.3% | -19.7% |
| 3Y | +21.8% | +78.8% | -57.0% | -4.6% |
| 5Y | +8.2% | +83.5% | -75.3% | -18.4% |
| All | +308.7% | +163.9% | +144.8% | +157.1% |
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