+307.3%
SPY vs CHRW
+131.6%
+175.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -3.3% | -9.4% | +6.0% | -1.4% |
| 3M | -2.4% | -13.3% | +10.8% | +0.1% |
| 6M | +2.6% | -24.2% | +26.7% | +7.4% |
| YTD | +11.2% | -18.9% | +30.1% | +13.2% |
| 1Y | +13.4% | -12.4% | +25.8% | +13.0% |
| 3Y | +79.9% | +72.2% | +7.7% | +42.1% |
| 5Y | +72.2% | +53.4% | +18.8% | +38.3% |
| 10Y | +307.3% | +127.0% | +180.4% | +181.2% |
| All | +307.3% | +131.6% | +175.7% | +181.2% |
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