+21.0%
CHRW vs ALL
+28.5%
-7.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +1.6% |
| 7D | +1.9% | -1.7% | +3.6% | +1.9% |
| 30D | +0.9% | -4.7% | +5.6% | +0.7% |
| 3M | -19.9% | +18.4% | -38.2% | -18.5% |
| 6M | -15.8% | +20.5% | -36.3% | -14.6% |
| YTD | -5.6% | +23.5% | -29.1% | -4.7% |
| 1Y | +21.0% | +29.0% | -7.9% | +19.5% |
| All | +21.0% | +28.5% | -7.5% | +19.5% |
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