+86.0%
CHRW vs AU
+604.2%
-518.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +4.1% | +0.6% | +3.4% | +4.1% |
| 30D | +1.9% | +12.3% | -10.4% | +1.8% |
| 3M | -21.2% | +29.4% | -50.5% | -21.3% |
| 6M | -16.7% | +3.2% | -19.9% | -16.7% |
| YTD | -5.4% | +31.8% | -37.2% | -5.1% |
| 1Y | +21.2% | +83.4% | -62.2% | +23.1% |
| All | +86.0% | +604.2% | -518.2% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling