+4,266.9%
CHRW vs ALL
+1,129.6%
+3,137.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.5% | -1.5% | -2.0% | -3.2% |
| 3M | -19.4% | +23.6% | -43.0% | -24.7% |
| 6M | -21.4% | +22.3% | -43.7% | -26.5% |
| YTD | -7.1% | +26.5% | -33.7% | -14.4% |
| 1Y | +17.8% | +27.0% | -9.2% | +8.3% |
| 3Y | +78.8% | +149.6% | -70.8% | +32.0% |
| 5Y | +83.5% | +118.1% | -34.6% | +38.6% |
| 10Y | +160.2% | +369.0% | -208.7% | +52.1% |
| All | +4,266.9% | +1,129.6% | +3,137.3% | +1,575.8% |
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