+86.8%
CHRW vs ALL
+118.4%
-31.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.5% | -1.5% | -2.0% | -3.3% |
| 3M | -19.4% | +23.6% | -43.0% | -23.4% |
| 6M | -21.4% | +22.3% | -43.7% | -25.3% |
| YTD | -7.1% | +26.5% | -33.7% | -12.7% |
| 1Y | +17.8% | +27.0% | -9.2% | +10.4% |
| 3Y | +78.8% | +149.6% | -70.8% | +40.4% |
| All | +86.8% | +118.4% | -31.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling