+252.5%
CHRW vs ALM
+7,705.7%
-7,453.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | -3.5% | +32.0% | -35.5% | -3.5% |
| 3M | -19.4% | -15.0% | -4.4% | -19.4% |
| 6M | -21.4% | -10.1% | -11.2% | -21.4% |
| YTD | -7.1% | +99.4% | -106.6% | -7.3% |
| 1Y | +17.8% | +316.4% | -298.5% | +17.5% |
| 3Y | +78.8% | +2,022.0% | -1,943.2% | +77.7% |
| 5Y | +83.5% | +941.2% | -857.7% | +82.5% |
| 10Y | +160.2% | +2,950.3% | -2,790.1% | +158.1% |
| All | +252.5% | +7,705.7% | -7,453.3% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling