+53.4%
CHRW vs COMP
-13.7%
+67.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.4% |
| 7D | +0.2% | +14.5% | -14.3% | -1.1% |
| 30D | -9.4% | +14.9% | -24.3% | -10.5% |
| 3M | -13.3% | -14.2% | +1.0% | -12.4% |
| 6M | -24.2% | +23.7% | -47.9% | -26.1% |
| YTD | -18.9% | +2.1% | -20.9% | -20.2% |
| 1Y | -12.4% | +26.2% | -38.6% | -15.2% |
| 3Y | +72.2% | +470.9% | -398.7% | +44.2% |
| 5Y | +53.4% | -14.0% | +67.4% | +41.8% |
| All | +53.4% | -13.7% | +67.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling