+85.5%
CHRW vs A
-11.9%
+97.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -3.5% | +6.9% | -10.4% | -5.3% |
| 3M | -19.4% | +9.2% | -28.6% | -21.4% |
| 6M | -21.4% | +25.7% | -47.1% | -26.5% |
| YTD | -7.1% | +11.5% | -18.7% | -10.4% |
| 1Y | +17.8% | +18.4% | -0.5% | +11.6% |
| 3Y | +78.8% | +26.6% | +52.2% | +61.1% |
| All | +85.5% | -11.9% | +97.4% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling