+29.9%
SPGI vs CHRW
+80.1%
-50.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | +7.3% | -6.0% | +0.2% |
| 30D | +15.9% | -3.6% | +19.5% | +16.3% |
| 3M | +12.3% | -9.6% | +21.9% | +13.4% |
| 6M | +23.7% | -17.0% | +40.7% | +25.4% |
| YTD | -3.5% | -15.4% | +11.9% | -3.3% |
| 1Y | +0.4% | -10.0% | +10.4% | -0.5% |
| 3Y | +29.9% | +82.2% | -52.3% | +13.3% |
| All | +29.9% | +80.1% | -50.3% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling