+64.1%
CHRW vs GRAB
-72.8%
+136.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.3% | -5.0% | +12.3% | +7.5% |
| 30D | -3.6% | +11.3% | -14.9% | -4.1% |
| 3M | -9.6% | -12.4% | +2.9% | -9.2% |
| 6M | -17.0% | -10.7% | -6.3% | -16.8% |
| YTD | -15.4% | -35.1% | +19.6% | -14.1% |
| 1Y | -10.0% | -41.5% | +31.5% | -8.2% |
| 3Y | +82.2% | -2.7% | +84.9% | +81.2% |
| 5Y | +59.4% | -80.2% | +139.6% | +57.4% |
| All | +64.1% | -72.8% | +136.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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