+21.0%
CHRW vs A
+16.1%
+4.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.3% |
| 30D | +0.9% | +0.6% | +0.3% | +0.6% |
| 3M | -19.9% | +10.9% | -30.8% | -21.7% |
| 6M | -15.8% | +28.2% | -44.0% | -20.8% |
| YTD | -5.6% | +8.6% | -14.2% | -7.3% |
| 1Y | +21.0% | +15.5% | +5.5% | +19.6% |
| All | +21.0% | +16.1% | +4.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling