+164.0%
CHRW vs ACWI
+228.2%
-64.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | -3.5% | +0.9% | -4.3% | -4.0% |
| 3M | -19.4% | +2.4% | -21.8% | -20.9% |
| 6M | -21.4% | +12.4% | -33.7% | -27.5% |
| YTD | -7.1% | +15.2% | -22.3% | -15.6% |
| 1Y | +17.8% | +22.7% | -4.9% | +2.6% |
| 3Y | +78.8% | +75.8% | +3.0% | +22.1% |
| 5Y | +83.5% | +67.7% | +15.8% | +27.9% |
| All | +164.0% | +228.2% | -64.2% | +18.7% |
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