+57.5%
CHRW vs GAP
+2.1%
+55.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +7.3% | -1.9% | +9.2% | +7.6% |
| 30D | -3.6% | -7.1% | +3.5% | -2.6% |
| 3M | -9.6% | +4.1% | -13.7% | -10.6% |
| 6M | -17.0% | +1.9% | -18.9% | -18.2% |
| YTD | -15.4% | -15.2% | -0.2% | -14.4% |
| 1Y | -10.0% | -10.6% | +0.6% | -9.7% |
| 3Y | +82.2% | +74.6% | +7.6% | +55.2% |
| All | +57.5% | +2.1% | +55.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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