+128.7%
CHRW vs ACWI
+227.2%
-98.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.9% |
| 7D | -0.1% | -0.7% | +0.6% | +0.4% |
| 30D | -4.3% | -2.0% | -2.3% | -3.0% |
| 3M | -7.4% | -2.2% | -5.3% | -6.3% |
| 6M | -20.7% | +1.9% | -22.6% | -22.1% |
| YTD | -15.9% | +12.0% | -27.9% | -22.3% |
| 1Y | -9.9% | +12.5% | -22.4% | -17.0% |
| 3Y | +79.0% | +75.4% | +3.6% | +22.2% |
| 5Y | +61.3% | +61.5% | -0.2% | +15.0% |
| All | +128.7% | +227.2% | -98.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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