-13.7%
CHRW vs COMP
+16.2%
-29.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +1.2% |
| 7D | -3.4% | +7.2% | -10.6% | -4.7% |
| 30D | -9.4% | +6.4% | -15.7% | -10.4% |
| 3M | -12.6% | -19.4% | +6.8% | -10.4% |
| 6M | -24.2% | +14.6% | -38.7% | -27.9% |
| YTD | -18.9% | -5.5% | -13.4% | -18.5% |
| 1Y | -13.7% | +13.7% | -27.3% | -15.8% |
| All | -13.7% | +16.2% | -29.8% | -15.8% |
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