+127.0%
CHRW vs ALM
+2,221.4%
-2,094.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.1% | +2.8% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | -9.4% | -26.1% | +16.7% | -8.9% |
| 3M | -13.3% | -38.1% | +24.9% | -12.6% |
| 6M | -24.2% | -55.4% | +31.3% | -23.2% |
| YTD | -18.9% | -0.4% | -18.5% | -19.0% |
| 1Y | -12.4% | +25.4% | -37.7% | -12.8% |
| 3Y | +72.2% | +907.8% | -835.5% | +65.1% |
| 5Y | +53.4% | +440.2% | -386.8% | +47.4% |
| 10Y | +127.0% | +2,031.1% | -1,904.2% | +117.9% |
| All | +127.0% | +2,221.4% | -2,094.5% | +117.9% |
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