+129.9%
CHRW vs ALM
+2,100.8%
-1,970.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.7% | -0.1% |
| 7D | +7.3% | +1.2% | +6.1% | +7.2% |
| 30D | -3.6% | -19.3% | +15.8% | -3.2% |
| 3M | -9.6% | -40.6% | +31.1% | -8.8% |
| 6M | -17.0% | -57.9% | +40.9% | -15.9% |
| YTD | -15.4% | -6.7% | -8.7% | -15.5% |
| 1Y | -10.0% | +20.2% | -30.2% | -10.4% |
| 3Y | +82.2% | +879.4% | -797.3% | +74.5% |
| 5Y | +59.4% | +415.3% | -355.9% | +53.1% |
| All | +129.9% | +2,100.8% | -1,970.9% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling