+122.7%
CHRW vs ACWI
+220.7%
-98.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -9.4% | -3.3% | -6.1% | -7.4% |
| 3M | -12.6% | -3.4% | -9.2% | -10.8% |
| 6M | -24.2% | +0.8% | -25.0% | -25.0% |
| YTD | -18.9% | +10.7% | -29.6% | -24.5% |
| 1Y | -13.7% | +11.6% | -25.3% | -20.1% |
| 3Y | +72.6% | +73.4% | -0.8% | +18.7% |
| 5Y | +55.6% | +60.2% | -4.6% | +11.5% |
| 10Y | +122.7% | +221.6% | -98.8% | +2.0% |
| All | +122.7% | +220.7% | -98.0% | +2.0% |
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