+123.6%
CHRW vs ARWR
+906.2%
-782.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +0.6% | -2.9% | +3.5% | +0.8% |
| 30D | -7.3% | -5.4% | -1.9% | -7.0% |
| 3M | -14.2% | -32.2% | +18.1% | -12.3% |
| 6M | -25.1% | -26.5% | +1.4% | -24.0% |
| YTD | -21.2% | -12.4% | -8.8% | -21.1% |
| 1Y | -14.2% | +46.9% | -61.0% | -17.0% |
| 3Y | +63.5% | +116.0% | -52.5% | +50.4% |
| 5Y | +49.6% | -28.0% | +77.6% | +42.4% |
| All | +123.6% | +906.2% | -782.6% | +89.3% |
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