+259.9%
CHRW vs CBOE
+1,045.3%
-785.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -3.6% | +2.2% | -0.9% |
| 30D | -3.5% | +5.1% | -8.5% | -4.2% |
| 3M | -19.4% | +4.6% | -24.0% | -20.1% |
| 6M | -21.4% | -0.3% | -21.1% | -21.9% |
| YTD | -7.1% | +19.8% | -26.9% | -10.5% |
| 1Y | +17.8% | +28.4% | -10.5% | +12.2% |
| 3Y | +78.8% | +104.1% | -25.3% | +54.5% |
| 5Y | +83.5% | +150.9% | -67.4% | +51.0% |
| 10Y | +160.2% | +393.5% | -233.3% | +80.3% |
| All | +259.9% | +1,045.3% | -785.4% | +88.0% |
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 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