+125.3%
CHRW vs ACI
+21.8%
+103.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +2.0% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +0.9% | +1.1% | -0.1% | +0.8% |
| 3M | -19.9% | -23.6% | +3.8% | -18.1% |
| 6M | -15.8% | -29.9% | +14.1% | -13.2% |
| YTD | -5.6% | -26.9% | +21.3% | -3.3% |
| 1Y | +21.0% | -34.2% | +55.3% | +25.2% |
| 3Y | +86.0% | -43.6% | +129.7% | +95.0% |
| 5Y | +88.6% | -42.4% | +131.0% | +93.9% |
| All | +125.3% | +21.8% | +103.5% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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