+123.6%
CHRW vs CAPR
-68.5%
+192.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.4% |
| 7D | +0.6% | +41.1% | -40.5% | +0.3% |
| 30D | -7.3% | +11.1% | -18.4% | -7.4% |
| 3M | -14.2% | +115.3% | -129.5% | -14.7% |
| 6M | -25.1% | -73.8% | +48.7% | -25.0% |
| YTD | -21.2% | -68.8% | +47.6% | -21.1% |
| 1Y | -14.2% | +43.3% | -57.5% | -15.1% |
| 3Y | +63.5% | +214.7% | -151.2% | +60.6% |
| 5Y | +49.6% | +141.3% | -91.7% | +46.9% |
| All | +123.6% | -68.5% | +192.1% | +121.8% |
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