+4,049.6%
CHRW vs AU
+793.6%
+3,255.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | -1.4% | -3.6% | +2.2% | -1.2% |
| 30D | -3.5% | +23.9% | -27.3% | -4.7% |
| 3M | -19.4% | +19.1% | -38.5% | -20.4% |
| 6M | -21.4% | -0.2% | -21.2% | -21.8% |
| YTD | -7.1% | +32.5% | -39.6% | -9.2% |
| 1Y | +17.8% | +96.9% | -79.1% | +12.6% |
| 3Y | +78.8% | +614.7% | -536.0% | +56.5% |
| 5Y | +83.5% | +647.7% | -564.2% | +58.5% |
| 10Y | +160.2% | +679.2% | -519.0% | +115.4% |
| All | +4,049.6% | +793.6% | +3,255.9% | +3,452.2% |
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