+129.9%
CHRW vs ARWR
+1,024.2%
-894.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | +7.3% | -17.8% | +25.1% | +8.5% |
| 30D | -3.6% | -18.1% | +14.6% | -2.5% |
| 3M | -9.6% | -44.2% | +34.6% | -6.5% |
| 6M | -17.0% | -38.6% | +21.6% | -14.9% |
| YTD | -15.4% | -28.0% | +12.6% | -14.4% |
| 1Y | -10.0% | +16.1% | -26.1% | -11.9% |
| 3Y | +82.2% | +84.0% | -1.8% | +68.5% |
| 5Y | +59.4% | -35.4% | +94.7% | +52.6% |
| All | +129.9% | +1,024.2% | -894.3% | +93.3% |
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