+4,597.9%
SPGI vs CHRW
+3,527.3%
+1,070.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | +18.4% | -7.3% | +25.7% | +20.5% |
| 3M | +15.7% | -14.2% | +29.9% | +19.9% |
| 6M | +17.3% | -25.1% | +42.4% | +24.9% |
| YTD | -4.7% | -21.2% | +16.4% | -1.2% |
| 1Y | +1.8% | -14.2% | +16.0% | +2.8% |
| 3Y | +31.7% | +63.5% | -31.8% | +5.8% |
| 5Y | +12.1% | +49.6% | -37.5% | -9.2% |
| 10Y | +341.9% | +129.4% | +212.6% | +205.3% |
| All | +4,597.9% | +3,527.3% | +1,070.6% | +1,972.1% |
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 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