+46.9%
CHRW vs CAI
-14.7%
+61.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.2% |
| 7D | +7.3% | -8.7% | +16.0% | +7.8% |
| 30D | -3.6% | -23.8% | +20.3% | -2.4% |
| 3M | -9.6% | +3.9% | -13.5% | -10.3% |
| 6M | -17.0% | +56.8% | -73.8% | -21.1% |
| YTD | -15.4% | -14.6% | -0.8% | -15.2% |
| 1Y | -10.0% | -5.2% | -4.8% | -10.7% |
| All | +46.9% | -14.7% | +61.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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