+86.8%
CHRW vs CG
+10.1%
+76.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -1.4% | -4.3% | +2.9% | -0.5% |
| 30D | -3.5% | -5.1% | +1.6% | -2.5% |
| 3M | -19.4% | +8.7% | -28.1% | -21.1% |
| 6M | -21.4% | -9.2% | -12.1% | -20.3% |
| YTD | -7.1% | -18.9% | +11.7% | -3.8% |
| 1Y | +17.8% | -25.6% | +43.5% | +24.0% |
| 3Y | +78.8% | +57.3% | +21.5% | +53.3% |
| All | +86.8% | +10.1% | +76.7% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling