+129.8%
CHRW vs CG
+274.5%
-144.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.3% |
| 7D | +4.7% | -1.5% | +6.2% | +5.0% |
| 30D | -2.6% | +5.7% | -8.3% | -3.8% |
| 3M | -8.0% | -17.9% | +9.9% | -4.5% |
| 6M | -19.0% | -20.2% | +1.2% | -15.8% |
| YTD | -15.5% | -32.0% | +16.5% | -9.6% |
| 1Y | -10.8% | -27.0% | +16.2% | -6.1% |
| 3Y | +79.8% | +42.8% | +37.0% | +59.6% |
| 5Y | +59.3% | -23.4% | +82.7% | +54.5% |
| All | +129.8% | +274.5% | -144.7% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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