+127.0%
CHRW vs ARWR
+921.6%
-794.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.3% | +3.9% |
| 7D | +0.2% | -17.3% | +17.6% | +1.3% |
| 30D | -9.4% | -21.5% | +12.2% | -8.1% |
| 3M | -13.3% | -43.8% | +30.6% | -10.3% |
| 6M | -24.2% | -32.3% | +8.1% | -22.7% |
| YTD | -18.9% | -25.8% | +7.0% | -18.0% |
| 1Y | -12.4% | +25.5% | -37.9% | -14.6% |
| 3Y | +72.2% | +84.1% | -11.9% | +59.3% |
| 5Y | +53.4% | -39.2% | +92.6% | +47.3% |
| 10Y | +127.0% | +1,072.4% | -945.4% | +90.7% |
| All | +127.0% | +921.6% | -794.6% | +90.7% |
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