+57.5%
CHRW vs AU
+381.3%
-323.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +7.3% | -7.2% | +14.5% | +7.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.5% |
| 3M | -9.6% | -8.7% | -0.9% | -9.5% |
| 6M | -17.0% | -14.1% | -2.9% | -16.8% |
| YTD | -15.4% | +4.8% | -20.2% | -16.0% |
| 1Y | -10.0% | +11.9% | -21.9% | -10.8% |
| 3Y | +82.2% | +513.8% | -431.7% | +64.3% |
| All | +57.5% | +381.3% | -323.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling