+55.9%
CHRW vs COMP
-51.7%
+107.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.5% |
| 7D | -0.1% | +2.2% | -2.3% | -0.3% |
| 30D | -4.3% | +16.3% | -20.6% | -5.5% |
| 3M | -7.4% | -19.1% | +11.7% | -6.1% |
| 6M | -20.7% | +17.1% | -37.8% | -22.3% |
| YTD | -15.9% | -2.9% | -12.9% | -16.9% |
| 1Y | -9.9% | +8.8% | -18.7% | -11.7% |
| 3Y | +79.0% | +423.5% | -344.5% | +52.5% |
| 5Y | +61.3% | -10.5% | +71.8% | +42.5% |
| All | +55.9% | -51.7% | +107.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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