+1,169.5%
SPY vs CHRW
+3,527.3%
-2,357.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -5.4% | -7.3% | +1.9% | -3.8% |
| 3M | -4.1% | -14.2% | +10.1% | -0.9% |
| 6M | +0.7% | -25.1% | +25.8% | +6.7% |
| YTD | +8.7% | -21.2% | +29.8% | +12.3% |
| 1Y | +10.9% | -14.2% | +25.0% | +11.8% |
| 3Y | +75.0% | +63.5% | +11.5% | +41.8% |
| 5Y | +67.8% | +49.6% | +18.2% | +37.1% |
| 10Y | +312.9% | +129.4% | +183.5% | +189.9% |
| All | +1,169.5% | +3,527.3% | -2,357.8% | +350.3% |
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