+3,715.3%
CHRW vs GAP
+171.4%
+3,543.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -9.4% | -5.4% | -3.9% | -8.6% |
| 3M | -12.6% | +2.9% | -15.5% | -13.6% |
| 6M | -24.2% | -4.4% | -19.7% | -24.6% |
| YTD | -18.9% | -11.6% | -7.3% | -18.4% |
| 1Y | -13.7% | -6.0% | -7.6% | -14.3% |
| 3Y | +72.6% | +78.0% | -5.4% | +43.1% |
| 5Y | +55.6% | +8.5% | +47.1% | +34.7% |
| 10Y | +122.7% | +8.6% | +114.1% | +69.3% |
| All | +3,715.3% | +171.4% | +3,543.9% | +1,450.8% |
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