-11.1%
CHRW vs ALL
+42.7%
-53.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | +0.4% |
| 7D | +4.9% | +7.5% | -2.6% | +5.2% |
| 30D | -4.8% | +19.7% | -24.6% | -4.0% |
| 3M | -13.1% | +2.9% | -16.0% | -13.5% |
| 6M | -16.3% | +23.5% | -39.9% | -12.9% |
| YTD | -15.8% | +31.1% | -47.0% | -12.0% |
| 1Y | -11.1% | +40.5% | -51.6% | -6.5% |
| All | -11.1% | +42.7% | -53.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling