+17.8%
CHRW vs CF
+62.4%
-44.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | -1.4% | +6.0% | -7.4% | -1.5% |
| 30D | -3.5% | +14.8% | -18.3% | -3.8% |
| 3M | -19.4% | +14.1% | -33.5% | -19.4% |
| 6M | -21.4% | +28.5% | -49.9% | -23.0% |
| YTD | -7.1% | +74.9% | -82.1% | -10.1% |
| 1Y | +17.8% | +61.7% | -43.9% | +14.6% |
| All | +17.8% | +62.4% | -44.6% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling