+129.9%
CHRW vs CBOE
+524.9%
-395.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | +7.3% | +6.3% | +1.0% | +6.6% |
| 30D | -3.6% | +24.9% | -28.5% | -6.0% |
| 3M | -9.6% | +28.5% | -38.0% | -12.2% |
| 6M | -17.0% | +2.9% | -19.9% | -17.5% |
| YTD | -15.4% | +50.7% | -66.1% | -20.0% |
| 1Y | -10.0% | +45.5% | -55.5% | -14.6% |
| 3Y | +82.2% | +116.3% | -34.2% | +61.6% |
| 5Y | +59.4% | +204.3% | -145.0% | +31.6% |
| All | +129.9% | +524.9% | -395.0% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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