+92.0%
CHRW vs GWRE
+15.1%
+76.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +3.5% | -13.2% | +16.7% | +5.0% |
| 30D | +4.6% | -18.6% | +23.2% | +6.4% |
| 3M | -19.7% | +18.9% | -38.6% | -21.9% |
| 6M | -12.4% | -11.0% | -1.5% | -12.4% |
| YTD | -3.9% | -29.9% | +26.0% | -1.3% |
| 1Y | +18.4% | -44.3% | +62.7% | +25.2% |
| 3Y | +88.8% | +51.7% | +37.2% | +63.2% |
| All | +92.0% | +15.1% | +76.9% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling