-14.2%
CHRW vs COMP
+16.2%
-30.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.7% | -13.1% | -4.1% |
| 7D | +0.6% | +13.4% | -12.9% | -1.7% |
| 30D | -7.3% | +11.1% | -18.4% | -8.9% |
| 3M | -14.2% | -18.8% | +4.7% | -12.1% |
| 6M | -25.1% | +10.5% | -35.6% | -28.2% |
| YTD | -21.2% | -3.4% | -17.8% | -21.0% |
| 1Y | -14.2% | +19.7% | -33.9% | -17.3% |
| All | -14.2% | +16.2% | -30.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling