+88.1%
CHRW vs ACI
+29.9%
+58.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.9% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | -7.3% | +10.3% | -17.6% | -8.3% |
| 3M | -14.2% | +7.2% | -21.4% | -14.8% |
| 6M | -25.1% | -18.0% | -7.1% | -24.0% |
| YTD | -21.2% | -22.0% | +0.8% | -19.8% |
| 1Y | -14.2% | -23.4% | +9.2% | -12.6% |
| 3Y | +63.5% | -35.8% | +99.3% | +68.9% |
| 5Y | +49.6% | -43.7% | +93.3% | +54.0% |
| All | +88.1% | +29.9% | +58.2% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling