+129.9%
CHRW vs ALL
+377.9%
-248.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +7.3% | +5.0% | +2.2% | +5.7% |
| 30D | -3.6% | +13.3% | -16.9% | -7.2% |
| 3M | -9.6% | +3.2% | -12.8% | -10.6% |
| 6M | -17.0% | +25.3% | -42.3% | -23.0% |
| YTD | -15.4% | +30.5% | -45.9% | -23.0% |
| 1Y | -10.0% | +29.2% | -39.2% | -17.9% |
| 3Y | +82.2% | +119.1% | -37.0% | +37.7% |
| 5Y | +59.4% | +162.6% | -103.3% | +10.4% |
| All | +129.9% | +377.9% | -248.0% | +40.8% |
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