-9.9%
CHRW vs COMP
+16.3%
-26.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | -0.1% | +2.2% | -2.3% | -0.6% |
| 30D | -4.3% | +16.3% | -20.6% | -6.7% |
| 3M | -7.4% | -19.1% | +11.7% | -5.1% |
| 6M | -20.7% | +17.1% | -37.8% | -25.0% |
| YTD | -15.9% | -2.9% | -12.9% | -15.6% |
| 1Y | -9.9% | +8.8% | -18.7% | -11.0% |
| All | -9.9% | +16.3% | -26.2% | -11.0% |
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