+128.5%
CHRW vs CFG
+224.4%
-95.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | -4.3% | +3.1% | -7.4% | -4.9% |
| 3M | -7.4% | -9.7% | +2.3% | -5.2% |
| 6M | -20.7% | +6.7% | -27.4% | -22.0% |
| YTD | -15.9% | +15.2% | -31.0% | -18.6% |
| 1Y | -9.9% | +28.8% | -38.7% | -15.0% |
| 3Y | +79.0% | +190.1% | -111.1% | +39.3% |
| 5Y | +61.3% | +63.4% | -2.1% | +38.1% |
| 10Y | +128.5% | +219.8% | -91.2% | +72.4% |
| All | +128.5% | +224.4% | -95.9% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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