+2,360.5%
CHRW vs A
+546.2%
+1,814.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.7% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -7.3% | +3.4% | -10.6% | -8.1% |
| 3M | -14.2% | +23.8% | -38.0% | -18.6% |
| 6M | -25.1% | +49.0% | -74.1% | -32.3% |
| YTD | -21.2% | +29.4% | -50.6% | -26.5% |
| 1Y | -14.2% | +19.4% | -33.5% | -18.5% |
| 3Y | +63.5% | +66.2% | -2.7% | +41.7% |
| 5Y | +49.6% | +15.8% | +33.8% | +38.9% |
| 10Y | +129.4% | +326.1% | -196.7% | +57.2% |
| All | +2,360.5% | +546.2% | +1,814.2% | +1,174.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling