+129.9%
CHRW vs CAPR
-65.7%
+195.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.1% |
| 7D | +7.3% | +5.9% | +1.4% | +7.2% |
| 30D | -3.6% | +44.6% | -48.2% | -3.9% |
| 3M | -9.6% | +126.4% | -135.9% | -10.2% |
| 6M | -17.0% | -68.6% | +51.6% | -17.0% |
| YTD | -15.4% | -67.0% | +51.6% | -15.5% |
| 1Y | -10.0% | +65.2% | -75.2% | -11.1% |
| 3Y | +82.2% | +235.6% | -153.4% | +78.7% |
| 5Y | +59.4% | +175.4% | -116.1% | +56.3% |
| All | +129.9% | -65.7% | +195.7% | +124.8% |
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