+57.5%
CHRW vs ACM
+1.1%
+56.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +7.3% | +5.6% | +1.7% | +5.2% |
| 30D | -3.6% | +20.8% | -24.4% | -9.8% |
| 3M | -9.6% | +11.4% | -21.0% | -13.2% |
| 6M | -17.0% | +0.9% | -17.9% | -18.2% |
| YTD | -15.4% | -24.8% | +9.4% | -6.1% |
| 1Y | -10.0% | -46.4% | +36.4% | +12.1% |
| 3Y | +82.2% | -9.2% | +91.4% | +83.8% |
| All | +57.5% | +1.1% | +56.4% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling