+246.0%
CHRW vs ACWI
+330.0%
-83.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.6% | -2.4% | +2.9% | +2.3% |
| 30D | -7.3% | -5.2% | -2.1% | -3.7% |
| 3M | -14.2% | -4.8% | -9.3% | -11.2% |
| 6M | -25.1% | -1.3% | -23.8% | -24.9% |
| YTD | -21.2% | +8.4% | -29.6% | -26.1% |
| 1Y | -14.2% | +11.0% | -25.2% | -20.9% |
| 3Y | +63.5% | +70.6% | -7.0% | +9.3% |
| 5Y | +49.6% | +55.3% | -5.7% | +6.1% |
| 10Y | +129.4% | +223.2% | -93.8% | -8.2% |
| All | +246.0% | +330.0% | -83.9% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling