+82.2%
CHRW vs CFG
+191.5%
-109.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +7.3% | +3.2% | +4.1% | +6.1% |
| 30D | -3.6% | +5.1% | -8.7% | -5.2% |
| 3M | -9.6% | -11.2% | +1.7% | -6.0% |
| 6M | -17.0% | +9.6% | -26.6% | -19.7% |
| YTD | -15.4% | +15.0% | -30.4% | -19.1% |
| 1Y | -10.0% | +29.9% | -39.9% | -17.0% |
| 3Y | +82.2% | +192.1% | -109.9% | +24.2% |
| All | +82.2% | +191.5% | -109.4% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling