+113.3%
CHRW vs AS
+120.4%
-7.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.6% |
| 7D | -1.4% | -4.9% | +3.5% | -0.8% |
| 30D | -3.5% | -19.6% | +16.1% | -1.0% |
| 3M | -19.4% | -14.4% | -5.0% | -18.1% |
| 6M | -21.4% | -20.1% | -1.2% | -19.6% |
| YTD | -7.1% | -20.9% | +13.8% | -4.8% |
| 1Y | +17.8% | -21.9% | +39.7% | +20.6% |
| All | +113.3% | +120.4% | -7.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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