+236.3%
CHRW vs CG
+351.2%
-114.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -1.4% | -4.3% | +2.9% | -0.6% |
| 30D | -3.5% | -5.1% | +1.6% | -2.6% |
| 3M | -19.4% | +8.7% | -28.1% | -20.9% |
| 6M | -21.4% | -9.2% | -12.1% | -20.4% |
| YTD | -7.1% | -18.9% | +11.7% | -4.2% |
| 1Y | +17.8% | -25.6% | +43.5% | +23.3% |
| 3Y | +78.8% | +57.3% | +21.5% | +57.9% |
| 5Y | +83.5% | +10.2% | +73.4% | +67.8% |
| 10Y | +160.2% | +364.2% | -204.0% | +82.2% |
| All | +236.3% | +351.2% | -114.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling