+129.8%
CHRW vs ALL
+376.2%
-246.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -2.6% | +12.8% | -15.4% | -6.1% |
| 3M | -8.0% | +4.7% | -12.7% | -9.4% |
| 6M | -19.0% | +24.9% | -43.9% | -24.8% |
| YTD | -15.5% | +30.0% | -45.5% | -23.0% |
| 1Y | -10.8% | +29.9% | -40.8% | -18.8% |
| 3Y | +79.8% | +117.5% | -37.7% | +36.2% |
| 5Y | +59.3% | +161.7% | -102.4% | +10.4% |
| All | +129.8% | +376.2% | -246.4% | +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