-0.3%
SPOT vs CHRW
-10.6%
+10.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.6% |
| 7D | +16.6% | +4.9% | +11.7% | +16.2% |
| 30D | +29.9% | -4.8% | +34.8% | +30.4% |
| 3M | +31.3% | -13.1% | +44.4% | +32.1% |
| 6M | +43.2% | -16.3% | +59.6% | +40.4% |
| YTD | +8.1% | -15.8% | +23.9% | +8.3% |
| 1Y | -0.3% | -11.1% | +10.8% | -2.2% |
| All | -0.3% | -10.6% | +10.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling