+169.3%
CHRW vs ALM
+3,219.4%
-3,050.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.2% | +1.5% |
| 7D | +1.9% | +8.4% | -6.5% | +1.8% |
| 30D | +0.9% | +34.8% | -33.9% | +0.3% |
| 3M | -19.9% | +16.2% | -36.1% | -20.2% |
| 6M | -15.8% | +2.1% | -17.9% | -16.1% |
| YTD | -5.6% | +117.0% | -122.6% | -7.1% |
| 1Y | +21.0% | +313.9% | -292.8% | +17.9% |
| 3Y | +86.0% | +2,327.9% | -2,241.9% | +75.2% |
| 5Y | +88.6% | +1,040.6% | -952.0% | +78.5% |
| 10Y | +169.3% | +3,219.4% | -3,050.1% | +149.4% |
| All | +169.3% | +3,219.4% | -3,050.1% | +149.4% |
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