+3,607.0%
CHRW vs ALL
+1,107.0%
+2,500.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -1.0% |
| 7D | +0.6% | -1.9% | +2.5% | +1.2% |
| 30D | -7.3% | +13.8% | -21.1% | -10.9% |
| 3M | -14.2% | -7.0% | -7.2% | -12.5% |
| 6M | -25.1% | +18.0% | -43.1% | -29.2% |
| YTD | -21.2% | +24.2% | -45.4% | -27.0% |
| 1Y | -14.2% | +31.2% | -45.3% | -22.0% |
| 3Y | +63.5% | +107.5% | -44.0% | +27.8% |
| 5Y | +49.6% | +144.8% | -95.2% | +9.0% |
| 10Y | +129.4% | +375.8% | -246.4% | +33.3% |
| All | +3,607.0% | +1,107.0% | +2,500.0% | +1,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling