+113.3%
SPOT vs CHRW
+62.5%
+50.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.6% | +4.7% | -7.3% | -3.3% |
| 30D | +13.5% | -2.6% | +16.1% | +13.8% |
| 3M | +22.2% | -8.0% | +30.2% | +23.3% |
| 6M | +38.3% | -19.0% | +57.3% | +40.6% |
| YTD | +3.1% | -15.5% | +18.5% | +3.6% |
| 1Y | -7.6% | -10.8% | +3.2% | -8.1% |
| 3Y | +250.0% | +79.8% | +170.2% | +184.0% |
| 5Y | +113.3% | +59.3% | +54.1% | +79.9% |
| All | +113.3% | +62.5% | +50.8% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling