+88.6%
CHRW vs AWK
-15.0%
+103.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +1.9% | +2.2% | -0.2% | +1.6% |
| 30D | +0.9% | +4.4% | -3.5% | +0.3% |
| 3M | -19.9% | +15.4% | -35.2% | -21.5% |
| 6M | -15.8% | +3.5% | -19.3% | -16.3% |
| YTD | -5.6% | +9.8% | -15.4% | -7.1% |
| 1Y | +21.0% | +3.0% | +18.0% | +20.5% |
| 3Y | +86.0% | +9.7% | +76.4% | +79.2% |
| 5Y | +88.6% | -17.2% | +105.8% | +90.2% |
| All | +88.6% | -15.0% | +103.7% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling