+227.8%
CHRW vs CBOE
+1,341.0%
-1,113.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +7.3% | +6.3% | +1.0% | +6.3% |
| 30D | -3.6% | +24.9% | -28.5% | -6.7% |
| 3M | -9.6% | +28.5% | -38.0% | -13.0% |
| 6M | -17.0% | +2.9% | -19.9% | -17.8% |
| YTD | -15.4% | +50.7% | -66.1% | -21.3% |
| 1Y | -10.0% | +45.5% | -55.5% | -15.8% |
| 3Y | +82.2% | +116.3% | -34.2% | +57.3% |
| 5Y | +59.4% | +204.3% | -145.0% | +27.6% |
| 10Y | +129.7% | +526.3% | -396.6% | +53.5% |
| All | +227.8% | +1,341.0% | -1,113.3% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling