+209.9%
CHRW vs GWRE
+793.8%
-583.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.8% | +9.5% | +2.8% |
| 7D | +1.9% | -25.6% | +27.5% | +5.7% |
| 30D | +0.9% | -12.2% | +13.1% | +2.1% |
| 3M | -19.9% | +17.7% | -37.6% | -22.5% |
| 6M | -15.8% | -11.3% | -4.5% | -15.8% |
| YTD | -5.6% | -25.5% | +19.9% | -3.6% |
| 1Y | +21.0% | -42.8% | +63.9% | +28.5% |
| 3Y | +86.0% | +59.0% | +27.0% | +63.2% |
| 5Y | +88.6% | +21.6% | +67.0% | +69.1% |
| 10Y | +169.3% | +139.2% | +30.1% | +114.5% |
| All | +209.9% | +793.8% | -583.9% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling