+112.6%
SPOT vs CHRW
+89.7%
+22.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -6.5% | +4.1% | -10.6% | -7.1% |
| 30D | +2.2% | +1.9% | +0.3% | +1.8% |
| 3M | +5.4% | -21.2% | +26.6% | +8.7% |
| 6M | -4.0% | -16.7% | +12.7% | -2.4% |
| YTD | -9.9% | -5.4% | -4.6% | -10.7% |
| 1Y | -27.3% | +21.2% | -48.5% | -31.6% |
| 3Y | +236.4% | +86.5% | +149.9% | +178.6% |
| 5Y | +112.6% | +93.0% | +19.6% | +78.5% |
| All | +112.6% | +89.7% | +22.9% | +78.5% |
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