-13.7%
CHRW vs ARWR
+20.0%
-33.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.4% | -17.7% | +14.3% | -2.3% |
| 30D | -9.4% | -21.9% | +12.6% | -8.1% |
| 3M | -12.6% | -44.5% | +31.9% | -9.7% |
| 6M | -24.2% | -32.6% | +8.4% | -22.9% |
| YTD | -18.9% | -26.2% | +7.3% | -19.0% |
| 1Y | -13.7% | +23.0% | -36.6% | -16.3% |
| All | -13.7% | +20.0% | -33.6% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling