+93.6%
CHRW vs ACI
+34.0%
+59.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | -9.4% | +9.5% | -18.9% | -10.3% |
| 3M | -12.6% | +10.1% | -22.7% | -13.6% |
| 6M | -24.2% | -15.4% | -8.8% | -23.3% |
| YTD | -18.9% | -19.5% | +0.7% | -17.8% |
| 1Y | -13.7% | -21.0% | +7.3% | -12.4% |
| 3Y | +72.6% | -31.2% | +103.8% | +76.8% |
| 5Y | +55.6% | -40.6% | +96.1% | +59.3% |
| All | +93.6% | +34.0% | +59.7% | +83.7% |
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