+199.2%
CHRW vs ALM
+3,507.4%
-3,308.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.3% |
| 7D | +0.6% | -6.7% | +7.2% | +0.6% |
| 30D | -7.3% | -32.9% | +25.6% | -7.2% |
| 3M | -14.2% | -39.5% | +25.3% | -14.1% |
| 6M | -25.1% | -62.0% | +36.9% | -25.0% |
| YTD | -21.2% | -7.8% | -13.3% | -21.2% |
| 1Y | -14.2% | +26.7% | -40.8% | -14.2% |
| 3Y | +63.5% | +825.4% | -761.8% | +62.8% |
| 5Y | +49.6% | +401.2% | -351.6% | +48.9% |
| 10Y | +129.4% | +2,074.0% | -1,944.7% | +127.8% |
| All | +199.2% | +3,507.4% | -3,308.2% | +196.0% |
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