+147.8%
CHRW vs CFG
+347.0%
-199.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -7.3% | +1.1% | -8.4% | -7.5% |
| 3M | -14.2% | -12.0% | -2.2% | -11.6% |
| 6M | -25.1% | -2.2% | -22.9% | -24.8% |
| YTD | -21.2% | +11.4% | -32.6% | -23.1% |
| 1Y | -14.2% | +27.8% | -42.0% | -18.8% |
| 3Y | +63.5% | +173.3% | -109.8% | +29.3% |
| 5Y | +49.6% | +62.4% | -12.8% | +28.6% |
| 10Y | +129.4% | +249.6% | -120.2% | +60.5% |
| All | +147.8% | +347.0% | -199.3% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling