+59.3%
CHRW vs AR
+101.6%
-42.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +4.7% | +6.4% | -1.7% | +4.1% |
| 30D | -2.6% | +3.1% | -5.7% | -3.0% |
| 3M | -8.0% | +3.3% | -11.3% | -8.5% |
| 6M | -19.0% | +6.6% | -25.6% | -19.9% |
| YTD | -15.5% | +12.3% | -27.8% | -17.2% |
| 1Y | -10.8% | +12.3% | -23.2% | -12.7% |
| 3Y | +79.8% | +50.4% | +29.4% | +66.4% |
| 5Y | +59.3% | +101.0% | -41.7% | +43.9% |
| All | +59.3% | +101.6% | -42.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling