+169.3%
CHRW vs A
+237.5%
-68.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.5% |
| 7D | +1.9% | -2.1% | +4.0% | +2.5% |
| 30D | +0.9% | +0.6% | +0.3% | +0.6% |
| 3M | -19.9% | +10.9% | -30.8% | -22.6% |
| 6M | -15.8% | +28.2% | -44.0% | -22.8% |
| YTD | -5.6% | +8.6% | -14.2% | -8.8% |
| 1Y | +21.0% | +15.5% | +5.5% | +14.2% |
| 3Y | +86.0% | +31.8% | +54.2% | +63.2% |
| 5Y | +88.6% | -14.9% | +103.5% | +88.4% |
| 10Y | +169.3% | +237.8% | -68.5% | +70.3% |
| All | +169.3% | +237.5% | -68.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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