+311.5%
SPY vs CHRW
+168.2%
+143.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -0.9% | +0.9% | -1.9% | -1.2% |
| 3M | +3.9% | -19.9% | +23.8% | +8.5% |
| 6M | +14.5% | -15.8% | +30.3% | +17.6% |
| YTD | +12.9% | -5.6% | +18.5% | +11.7% |
| 1Y | +19.4% | +21.0% | -1.7% | +9.4% |
| 3Y | +78.5% | +86.0% | -7.6% | +40.3% |
| 5Y | +81.8% | +88.6% | -6.9% | +38.7% |
| 10Y | +311.5% | +169.3% | +142.2% | +167.7% |
| All | +311.5% | +168.2% | +143.3% | +167.7% |
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