+169.3%
CHRW vs CFG
+313.6%
-144.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.9% | +2.7% | -0.7% | +1.3% |
| 30D | +0.9% | -3.7% | +4.6% | +1.8% |
| 3M | -19.9% | +9.5% | -29.3% | -21.7% |
| 6M | -15.8% | +22.2% | -38.0% | -19.8% |
| YTD | -5.6% | +22.3% | -27.9% | -10.0% |
| 1Y | +21.0% | +39.4% | -18.4% | +12.0% |
| 3Y | +86.0% | +188.5% | -102.5% | +44.4% |
| 5Y | +88.6% | +101.5% | -12.9% | +54.1% |
| 10Y | +169.3% | +308.6% | -139.3% | +86.5% |
| All | +169.3% | +313.6% | -144.3% | +86.5% |
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