+174.5%
CHRW vs CG
+324.5%
-150.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | +4.1% | -6.4% | +10.5% | +5.4% |
| 30D | +1.9% | -7.1% | +9.0% | +3.3% |
| 3M | -21.2% | -1.6% | -19.6% | -21.2% |
| 6M | -16.7% | -8.3% | -8.3% | -15.8% |
| YTD | -5.4% | -23.8% | +18.4% | -1.0% |
| 1Y | +21.2% | -28.7% | +49.9% | +28.2% |
| 3Y | +86.5% | +49.2% | +37.3% | +64.4% |
| 5Y | +93.0% | +5.5% | +87.5% | +75.9% |
| 10Y | +174.5% | +331.2% | -156.7% | +97.0% |
| All | +174.5% | +324.5% | -150.0% | +97.0% |
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