+169.3%
CHRW vs ACM
+128.0%
+41.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +0.9% | -12.9% | +13.9% | +4.7% |
| 3M | -19.9% | -6.4% | -13.5% | -18.9% |
| 6M | -15.8% | -29.2% | +13.4% | -7.6% |
| YTD | -5.6% | -29.9% | +24.4% | +4.4% |
| 1Y | +21.0% | -47.3% | +68.3% | +44.4% |
| 3Y | +86.0% | -19.6% | +105.6% | +95.1% |
| 5Y | +88.6% | +5.5% | +83.1% | +82.2% |
| 10Y | +169.3% | +129.7% | +39.6% | +109.8% |
| All | +169.3% | +128.0% | +41.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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