+122.7%
CHRW vs AWK
+152.9%
-30.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | +2.7% | -6.1% | -3.9% |
| 30D | -9.4% | +16.7% | -26.0% | -12.2% |
| 3M | -12.6% | +11.7% | -24.4% | -14.7% |
| 6M | -24.2% | +21.9% | -46.1% | -27.3% |
| YTD | -18.9% | +17.6% | -36.5% | -21.9% |
| 1Y | -13.7% | +19.8% | -33.5% | -17.3% |
| 3Y | +72.6% | +31.0% | +41.6% | +58.7% |
| 5Y | +55.6% | -3.0% | +58.5% | +52.9% |
| 10Y | +122.7% | +156.8% | -34.0% | +79.0% |
| All | +122.7% | +152.9% | -30.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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