+311.1%
SPOT vs CHRW
+76.3%
+234.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +1.6% | +7.3% | -5.7% | +0.3% |
| 30D | +16.9% | -3.6% | +20.5% | +17.5% |
| 3M | +23.0% | -9.6% | +32.5% | +24.6% |
| 6M | +42.2% | -17.0% | +59.2% | +44.5% |
| YTD | +5.5% | -15.4% | +20.9% | +6.3% |
| 1Y | -5.1% | -10.0% | +4.9% | -5.6% |
| 3Y | +257.9% | +82.2% | +175.8% | +191.7% |
| 5Y | +118.4% | +59.4% | +59.0% | +84.6% |
| All | +311.1% | +76.3% | +234.8% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling