+67.4%
CHRW vs CF
+56.6%
+10.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -4.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -5.0% | +2.2% | -7.2% | -5.1% |
| 3M | -16.1% | +2.1% | -18.2% | -16.4% |
| 6M | -22.6% | -6.5% | -16.1% | -22.4% |
| YTD | -19.3% | +55.6% | -74.8% | -23.5% |
| 1Y | -14.9% | +42.3% | -57.2% | -18.7% |
| All | +67.4% | +56.6% | +10.8% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling