+4,339.7%
CHRW vs AFL
+2,909.3%
+1,430.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +1.9% | -0.7% | +2.7% | +2.1% |
| 30D | +0.9% | -7.1% | +8.1% | +3.0% |
| 3M | -19.9% | +0.4% | -20.3% | -20.1% |
| 6M | -15.8% | +4.5% | -20.3% | -17.0% |
| YTD | -5.6% | +6.1% | -11.6% | -7.4% |
| 1Y | +21.0% | +10.6% | +10.5% | +17.3% |
| 3Y | +86.0% | +64.0% | +22.0% | +61.5% |
| 5Y | +88.6% | +133.7% | -45.1% | +47.6% |
| 10Y | +169.3% | +298.0% | -128.7% | +75.1% |
| All | +4,339.7% | +2,909.3% | +1,430.3% | +1,395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling