+128.5%
CHRW vs CAPR
-59.1%
+187.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +26.5% | -22.8% | +3.5% |
| 7D | -0.1% | +25.8% | -25.8% | -0.2% |
| 30D | -4.3% | +50.2% | -54.5% | -4.6% |
| 3M | -7.4% | +185.5% | -192.9% | -8.1% |
| 6M | -20.7% | -64.8% | +44.1% | -20.8% |
| YTD | -15.9% | -61.1% | +45.3% | -16.0% |
| 1Y | -9.9% | +81.0% | -90.9% | -11.0% |
| 3Y | +79.0% | +300.7% | -221.7% | +75.4% |
| 5Y | +61.3% | +223.3% | -162.0% | +58.1% |
| 10Y | +128.5% | -58.8% | +187.3% | +125.2% |
| All | +128.5% | -59.1% | +187.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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