+86.8%
CHRW vs ALB
-44.4%
+131.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.7% |
| 7D | -1.4% | -8.1% | +6.7% | -0.3% |
| 30D | -3.5% | +6.3% | -9.7% | -4.5% |
| 3M | -19.4% | -23.6% | +4.2% | -16.6% |
| 6M | -21.4% | -24.6% | +3.2% | -18.7% |
| YTD | -7.1% | -10.3% | +3.1% | -6.8% |
| 1Y | +17.8% | +61.5% | -43.6% | +7.5% |
| 3Y | +78.8% | -34.0% | +112.8% | +78.2% |
| All | +86.8% | -44.4% | +131.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling