-9.9%
CHRW vs ALL
+30.4%
-40.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | -4.3% | +12.7% | -17.0% | -3.7% |
| 3M | -7.4% | +0.4% | -7.8% | -7.9% |
| 6M | -20.7% | +23.8% | -44.5% | -17.2% |
| YTD | -15.9% | +27.8% | -43.7% | -12.4% |
| 1Y | -9.9% | +28.9% | -38.8% | -6.4% |
| All | -9.9% | +30.4% | -40.3% | -6.4% |
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