+818.1%
SPYM vs CHRW
+441.2%
+376.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.3% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | -4.3% | +1.9% | -1.5% |
| 3M | -1.1% | -7.4% | +6.3% | +0.1% |
| 6M | +3.3% | -20.7% | +24.0% | +7.7% |
| YTD | +12.4% | -15.9% | +28.2% | +13.9% |
| 1Y | +12.5% | -9.9% | +22.4% | +11.8% |
| 3Y | +79.1% | +79.0% | +0.2% | +40.6% |
| 5Y | +75.7% | +61.3% | +14.4% | +39.7% |
| 10Y | +313.9% | +128.5% | +185.3% | +186.9% |
| All | +818.1% | +441.2% | +376.9% | +404.6% |
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