+129.8%
CHRW vs ARWR
+1,009.4%
-879.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +0.7% |
| 7D | +4.7% | -17.9% | +22.7% | +5.9% |
| 30D | -2.6% | -18.9% | +16.3% | -1.5% |
| 3M | -8.0% | -46.0% | +38.0% | -4.7% |
| 6M | -19.0% | -40.3% | +21.3% | -16.8% |
| YTD | -15.5% | -29.0% | +13.5% | -14.4% |
| 1Y | -10.8% | +13.8% | -24.7% | -12.6% |
| 3Y | +79.8% | +74.9% | +4.9% | +66.8% |
| 5Y | +59.3% | -36.2% | +95.5% | +52.7% |
| All | +129.8% | +1,009.4% | -879.6% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling