+63.5%
CHRW vs AR
+19.9%
+43.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +0.6% | -14.3% | +14.8% | +1.5% |
| 30D | -7.3% | +1.4% | -8.7% | -7.5% |
| 3M | -14.2% | +3.4% | -17.6% | -14.6% |
| 6M | -25.1% | -2.1% | -23.0% | -25.2% |
| YTD | -21.2% | +4.7% | -25.9% | -22.0% |
| 1Y | -14.2% | +10.6% | -24.7% | -15.6% |
| 3Y | +63.5% | +24.6% | +38.9% | +63.1% |
| All | +63.5% | +19.9% | +43.6% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling