+13.7%
SPGI vs CHRW
+58.8%
-45.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +12.3% | -9.6% | +21.9% | +13.9% |
| 6M | +23.7% | -17.0% | +40.7% | +26.3% |
| YTD | -3.5% | -15.4% | +11.9% | -3.0% |
| 1Y | +0.4% | -10.0% | +10.4% | -0.6% |
| 3Y | +29.9% | +82.2% | -52.3% | +5.0% |
| All | +13.7% | +58.8% | -45.1% | -6.4% |
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