+128.5%
CHRW vs CF
+485.9%
-357.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -0.1% | +10.4% | -10.4% | -1.5% |
| 30D | -4.3% | +7.6% | -11.8% | -5.4% |
| 3M | -7.4% | +5.2% | -12.6% | -8.5% |
| 6M | -20.7% | -0.1% | -20.6% | -21.1% |
| YTD | -15.9% | +61.7% | -77.5% | -23.3% |
| 1Y | -9.9% | +50.3% | -60.2% | -16.9% |
| 3Y | +79.0% | +66.0% | +13.0% | +59.8% |
| 5Y | +61.3% | +114.5% | -53.2% | +34.6% |
| 10Y | +128.5% | +471.5% | -343.0% | +62.5% |
| All | +128.5% | +485.9% | -357.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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