+240.5%
CHRW vs AR
-27.2%
+267.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | -3.5% | +14.8% | -18.3% | -4.6% |
| 3M | -19.4% | +6.2% | -25.6% | -19.9% |
| 6M | -21.4% | +4.3% | -25.7% | -21.9% |
| YTD | -7.1% | +14.4% | -21.5% | -8.4% |
| 1Y | +17.8% | +21.3% | -3.5% | +15.3% |
| 3Y | +78.8% | +39.8% | +39.0% | +71.0% |
| 5Y | +83.5% | +142.1% | -58.6% | +66.1% |
| 10Y | +160.2% | +52.0% | +108.2% | +132.8% |
| All | +240.5% | -27.2% | +267.7% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling