+177.7%
CHRW vs AFL
+300.4%
-122.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | -3.3% | +7.6% | +5.4% |
| 30D | +5.5% | -5.0% | +10.5% | +7.1% |
| 3M | -17.3% | -1.8% | -15.5% | -17.0% |
| 6M | -12.7% | +4.8% | -17.5% | -14.2% |
| YTD | -4.1% | +5.4% | -9.6% | -6.0% |
| 1Y | +21.2% | +9.0% | +12.3% | +17.5% |
| 3Y | +88.9% | +63.0% | +25.9% | +62.9% |
| 5Y | +93.1% | +134.5% | -41.4% | +50.1% |
| All | +177.7% | +300.4% | -122.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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