+177.7%
CHRW vs CBOE
+379.3%
-201.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +4.4% | -3.7% | +8.0% | +4.8% |
| 30D | +5.5% | +2.0% | +3.5% | +5.2% |
| 3M | -17.3% | -4.2% | -13.0% | -17.0% |
| 6M | -12.7% | +1.2% | -13.8% | -13.4% |
| YTD | -4.1% | +15.4% | -19.5% | -6.5% |
| 1Y | +21.2% | +23.5% | -2.3% | +17.0% |
| 3Y | +88.9% | +93.2% | -4.3% | +67.7% |
| 5Y | +93.1% | +142.0% | -48.9% | +63.0% |
| All | +177.7% | +379.3% | -201.6% | +98.0% |
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