+334.3%
SPGI vs CHRW
+131.6%
+202.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +15.5% | -9.4% | +24.9% | +18.1% |
| 3M | +15.7% | -13.3% | +28.9% | +19.1% |
| 6M | +19.1% | -24.2% | +43.2% | +25.6% |
| YTD | -4.1% | -18.9% | +14.8% | -2.0% |
| 1Y | +1.2% | -12.4% | +13.6% | +0.8% |
| 3Y | +31.6% | +72.2% | -40.7% | +2.5% |
| 5Y | +12.4% | +53.4% | -40.9% | -11.1% |
| 10Y | +334.3% | +127.0% | +207.3% | +189.7% |
| All | +334.3% | +131.6% | +202.7% | +189.7% |
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