+127.0%
CHRW vs ACWI
+226.8%
-99.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.2% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -9.4% | -2.8% | -6.5% | -7.7% |
| 3M | -13.3% | -3.2% | -10.1% | -11.6% |
| 6M | -24.2% | +1.3% | -25.4% | -25.2% |
| YTD | -18.9% | +11.2% | -30.1% | -24.7% |
| 1Y | -12.4% | +13.8% | -26.1% | -19.8% |
| 3Y | +72.2% | +76.2% | -4.0% | +17.3% |
| 5Y | +53.4% | +59.5% | -6.1% | +10.3% |
| 10Y | +127.0% | +222.2% | -95.2% | +4.8% |
| All | +127.0% | +226.8% | -99.9% | +4.8% |
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