+4,350.0%
CHRW vs AZO
+8,943.8%
-4,593.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +1.9% | -5.1% | +7.0% | +3.4% |
| 3M | -21.2% | -7.2% | -13.9% | -19.6% |
| 6M | -16.7% | -20.7% | +4.1% | -11.4% |
| YTD | -5.4% | -14.2% | +8.8% | -2.1% |
| 1Y | +21.2% | -32.2% | +53.3% | +33.7% |
| 3Y | +86.5% | +11.1% | +75.3% | +75.5% |
| 5Y | +93.0% | +87.6% | +5.5% | +52.6% |
| 10Y | +174.5% | +302.9% | -128.4% | +63.4% |
| All | +4,350.0% | +8,943.8% | -4,593.8% | +938.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling