+122.7%
CHRW vs CG
+308.6%
-185.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.4% | +2.0% | -5.3% | -3.8% |
| 30D | -9.4% | +8.5% | -17.9% | -11.0% |
| 3M | -12.6% | -12.1% | -0.5% | -10.6% |
| 6M | -24.2% | -16.4% | -7.7% | -21.8% |
| YTD | -18.9% | -28.0% | +9.1% | -14.2% |
| 1Y | -13.7% | -18.9% | +5.2% | -11.0% |
| 3Y | +72.6% | +51.2% | +21.3% | +51.4% |
| 5Y | +55.6% | -15.9% | +71.4% | +48.1% |
| 10Y | +122.7% | +305.9% | -183.2% | +60.6% |
| All | +122.7% | +308.6% | -185.9% | +60.6% |
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