+301.7%
SPOT vs CHRW
+76.2%
+225.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.6% | +4.7% | -7.3% | -3.4% |
| 30D | +13.5% | -2.6% | +16.1% | +13.9% |
| 3M | +22.2% | -8.0% | +30.2% | +23.5% |
| 6M | +38.3% | -19.0% | +57.3% | +41.3% |
| YTD | +3.1% | -15.5% | +18.5% | +3.9% |
| 1Y | -7.6% | -10.8% | +3.2% | -8.0% |
| 3Y | +250.0% | +79.8% | +170.2% | +186.4% |
| 5Y | +113.3% | +59.3% | +54.1% | +80.4% |
| All | +301.7% | +76.2% | +225.5% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling