+85.4%
CHRW vs AS
+133.7%
-48.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.9% |
| 7D | +0.7% | +7.1% | -6.4% | -0.1% |
| 30D | -5.0% | +12.8% | -17.8% | -6.3% |
| 3M | -16.1% | -14.7% | -1.4% | -14.6% |
| 6M | -22.6% | -9.9% | -12.7% | -21.9% |
| YTD | -19.3% | -16.1% | -3.1% | -17.9% |
| 1Y | -14.9% | +0.2% | -15.1% | -14.9% |
| All | +85.4% | +133.7% | -48.4% | +79.2% |
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