+250.1%
SPOT vs CHRW
+99.8%
+150.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | -6.9% | +4.4% | -11.2% | -7.6% |
| 30D | +4.1% | +5.5% | -1.4% | +3.1% |
| 3M | +3.7% | -17.3% | +21.0% | +6.5% |
| 6M | -1.6% | -12.7% | +11.0% | -0.7% |
| YTD | -10.2% | -4.1% | -6.0% | -11.1% |
| 1Y | -25.9% | +21.2% | -47.1% | -30.6% |
| 3Y | +235.6% | +88.9% | +146.7% | +175.8% |
| 5Y | +110.6% | +93.1% | +17.5% | +71.9% |
| All | +250.1% | +99.8% | +150.3% | +167.4% |
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