+86.8%
CHRW vs CF
+227.0%
-140.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | -1.4% | +6.0% | -7.4% | -2.1% |
| 30D | -3.5% | +14.8% | -18.3% | -5.2% |
| 3M | -19.4% | +14.1% | -33.5% | -20.7% |
| 6M | -21.4% | +28.5% | -49.9% | -24.8% |
| YTD | -7.1% | +74.9% | -82.1% | -15.0% |
| 1Y | +17.8% | +61.7% | -43.9% | +8.8% |
| 3Y | +78.8% | +80.3% | -1.5% | +59.9% |
| All | +86.8% | +227.0% | -140.1% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling