-11.1%
CHRW vs AR
+14.7%
-25.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.2% |
| 7D | +4.9% | -11.1% | +16.0% | +4.9% |
| 30D | -4.8% | +7.9% | -12.7% | -5.2% |
| 3M | -13.1% | +4.9% | -18.0% | -13.3% |
| 6M | -16.3% | -5.3% | -11.0% | -15.8% |
| YTD | -15.8% | +8.6% | -24.4% | -17.8% |
| 1Y | -11.1% | +13.7% | -24.8% | -13.9% |
| All | -11.1% | +14.7% | -25.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling