+3,679.1%
CHRW vs AU
+607.0%
+3,072.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +7.3% | -7.2% | +14.5% | +7.7% |
| 30D | -3.6% | -2.9% | -0.7% | -3.5% |
| 3M | -9.6% | -8.7% | -0.9% | -9.4% |
| 6M | -17.0% | -14.1% | -2.9% | -16.8% |
| YTD | -15.4% | +4.8% | -20.2% | -16.4% |
| 1Y | -10.0% | +11.9% | -21.9% | -11.3% |
| 3Y | +82.2% | +513.8% | -431.7% | +60.8% |
| 5Y | +59.4% | +379.3% | -319.9% | +40.9% |
| 10Y | +129.7% | +837.1% | -707.3% | +86.8% |
| All | +3,679.1% | +607.0% | +3,072.1% | +3,170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling