+67.4%
CHRW vs COMP
+309.8%
-242.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.0% | -3.3% |
| 7D | +0.7% | -1.8% | +2.5% | +0.9% |
| 30D | -5.0% | -0.8% | -4.2% | -4.9% |
| 3M | -16.1% | -28.1% | +12.0% | -13.7% |
| 6M | -22.6% | +27.0% | -49.6% | -25.3% |
| YTD | -19.3% | -12.8% | -6.5% | -19.7% |
| 1Y | -14.9% | +4.9% | -19.8% | -16.4% |
| All | +67.4% | +309.8% | -242.4% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling