-13.7%
CHRW vs ACWI
+12.9%
-26.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -9.4% | -2.8% | -6.5% | -8.0% |
| 3M | -13.3% | -3.2% | -10.1% | -11.8% |
| 6M | -24.2% | +1.3% | -25.4% | -25.4% |
| YTD | -18.9% | +11.2% | -30.1% | -26.8% |
| All | -13.7% | +12.9% | -26.5% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling