+127.0%
CHRW vs ALL
+367.3%
-240.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.2% | -3.9% | +4.1% | +1.4% |
| 30D | -9.4% | +10.6% | -20.0% | -12.1% |
| 3M | -13.3% | -4.6% | -8.7% | -12.2% |
| 6M | -24.2% | +20.2% | -44.3% | -28.8% |
| YTD | -18.9% | +23.7% | -42.6% | -25.0% |
| 1Y | -12.4% | +27.9% | -40.3% | -19.9% |
| 3Y | +72.2% | +109.2% | -36.9% | +32.0% |
| 5Y | +53.4% | +148.0% | -94.6% | +8.1% |
| 10Y | +127.0% | +363.8% | -236.8% | +38.3% |
| All | +127.0% | +367.3% | -240.4% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling