+86.8%
CHRW vs ACI
-42.9%
+129.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -3.5% | +5.9% | -9.4% | -4.1% |
| 3M | -19.4% | -19.8% | +0.4% | -18.0% |
| 6M | -21.4% | -24.7% | +3.4% | -19.5% |
| YTD | -7.1% | -24.4% | +17.3% | -5.2% |
| 1Y | +17.8% | -31.5% | +49.3% | +21.5% |
| 3Y | +78.8% | -38.7% | +117.5% | +86.1% |
| All | +86.8% | -42.9% | +129.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling