+92.0%
CHRW vs AZO
+85.8%
+6.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -3.6% | +7.1% | +4.1% |
| 30D | +4.6% | -5.6% | +10.1% | +5.5% |
| 3M | -19.7% | -6.6% | -13.1% | -18.8% |
| 6M | -12.4% | -22.5% | +10.1% | -9.0% |
| YTD | -3.9% | -15.2% | +11.3% | -2.0% |
| 1Y | +18.4% | -33.9% | +52.3% | +25.9% |
| 3Y | +88.8% | +11.8% | +77.0% | +79.8% |
| All | +92.0% | +85.8% | +6.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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