+4,266.9%
CHRW vs GAP
+175.0%
+4,091.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.4% | -4.5% | +3.1% | -0.6% |
| 30D | -3.5% | +9.0% | -12.5% | -5.2% |
| 3M | -19.4% | +5.0% | -24.4% | -20.5% |
| 6M | -21.4% | -17.8% | -3.6% | -19.5% |
| YTD | -7.1% | -10.4% | +3.3% | -6.5% |
| 1Y | +17.8% | -3.4% | +21.2% | +16.5% |
| 3Y | +78.8% | +111.5% | -32.7% | +43.5% |
| 5Y | +83.5% | +8.8% | +74.7% | +58.9% |
| 10Y | +160.2% | +32.9% | +127.3% | +88.9% |
| All | +4,266.9% | +175.0% | +4,091.9% | +1,677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling