+169.3%
CHRW vs ALL
+355.7%
-186.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.4% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | +0.9% | -4.7% | +5.6% | +2.3% |
| 3M | -19.9% | +18.4% | -38.2% | -24.2% |
| 6M | -15.8% | +20.5% | -36.3% | -21.1% |
| YTD | -5.6% | +23.5% | -29.1% | -12.5% |
| 1Y | +21.0% | +29.0% | -7.9% | +10.4% |
| 3Y | +86.0% | +153.7% | -67.7% | +33.4% |
| 5Y | +88.6% | +114.8% | -26.2% | +40.2% |
| 10Y | +169.3% | +356.1% | -186.8% | +56.9% |
| All | +169.3% | +355.7% | -186.4% | +56.9% |
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