+3,877.1%
CHRW vs AFL
+3,234.7%
+642.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +7.3% | +2.9% | +4.4% | +6.5% |
| 30D | -3.6% | +8.0% | -11.5% | -5.6% |
| 3M | -9.6% | +5.9% | -15.5% | -11.1% |
| 6M | -17.0% | +11.6% | -28.6% | -19.7% |
| YTD | -15.4% | +17.5% | -33.0% | -19.4% |
| 1Y | -10.0% | +13.3% | -23.3% | -13.4% |
| 3Y | +82.2% | +67.0% | +15.1% | +57.3% |
| 5Y | +59.4% | +150.6% | -91.3% | +22.3% |
| 10Y | +129.7% | +343.1% | -213.3% | +45.0% |
| All | +3,877.1% | +3,234.7% | +642.4% | +1,201.2% |
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