+59.3%
CHRW vs CAPR
+192.6%
-133.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.2% | +0.6% |
| 7D | +4.7% | +19.1% | -14.3% | +4.5% |
| 30D | -2.6% | +48.8% | -51.4% | -3.1% |
| 3M | -8.0% | +144.4% | -152.4% | -9.0% |
| 6M | -19.0% | -67.5% | +48.5% | -19.1% |
| YTD | -15.5% | -64.5% | +49.1% | -15.6% |
| 1Y | -10.8% | +74.4% | -85.3% | -12.6% |
| 3Y | +79.8% | +265.7% | -185.9% | +67.2% |
| 5Y | +59.3% | +196.0% | -136.7% | +51.5% |
| All | +59.3% | +192.6% | -133.3% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling