+321.4%
CHRW vs ACM
+230.8%
+90.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.4% | -3.7% | +2.3% | -0.3% |
| 30D | -3.5% | -11.1% | +7.6% | -0.4% |
| 3M | -19.4% | -8.0% | -11.4% | -17.9% |
| 6M | -21.4% | -29.7% | +8.3% | -13.4% |
| YTD | -7.1% | -29.4% | +22.2% | +2.4% |
| 1Y | +17.8% | -46.4% | +64.3% | +40.5% |
| 3Y | +78.8% | -22.3% | +101.1% | +88.9% |
| 5Y | +83.5% | +4.5% | +79.1% | +75.4% |
| 10Y | +160.2% | +127.6% | +32.6% | +84.3% |
| All | +321.4% | +230.8% | +90.6% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling