+88.8%
CHRW vs GWRE
+50.1%
+38.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +3.5% | -13.2% | +16.7% | +4.4% |
| 30D | +4.6% | -18.6% | +23.2% | +5.7% |
| 3M | -19.7% | +18.9% | -38.6% | -20.8% |
| 6M | -12.4% | -11.0% | -1.5% | -12.2% |
| YTD | -3.9% | -29.9% | +26.0% | -2.8% |
| 1Y | +18.4% | -44.3% | +62.7% | +21.7% |
| 3Y | +88.8% | +51.7% | +37.2% | +65.2% |
| All | +88.8% | +50.1% | +38.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling