-13.7%
CHRW vs CFG
+28.5%
-42.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -9.4% | +2.8% | -12.1% | -10.6% |
| 3M | -12.6% | -10.1% | -2.5% | -8.0% |
| 6M | -24.2% | +3.2% | -27.3% | -26.5% |
| YTD | -18.9% | +14.2% | -33.1% | -23.7% |
| 1Y | -13.7% | +27.4% | -41.1% | -22.3% |
| All | -13.7% | +28.5% | -42.2% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling