+4,353.9%
SPGI vs CHRW
+4,173.0%
+180.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +8.4% | -3.5% | +11.9% | +9.5% |
| 3M | +11.8% | -19.4% | +31.2% | +17.8% |
| 6M | +5.7% | -21.4% | +27.1% | +11.6% |
| YTD | -9.7% | -7.1% | -2.5% | -9.9% |
| 1Y | -12.5% | +17.8% | -30.3% | -19.4% |
| 3Y | +21.8% | +78.8% | -57.0% | -3.8% |
| 5Y | +8.2% | +83.5% | -75.3% | -16.8% |
| 10Y | +309.5% | +160.2% | +149.3% | +175.0% |
| All | +4,353.9% | +4,173.0% | +180.9% | +1,788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling