+127.0%
CHRW vs M
+3.7%
+123.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | -9.4% | +10.1% | -19.4% | -10.5% |
| 3M | -13.3% | -0.9% | -12.3% | -13.3% |
| 6M | -24.2% | +30.2% | -54.3% | -27.0% |
| YTD | -18.9% | +16.3% | -35.2% | -21.0% |
| 1Y | -12.4% | +27.0% | -39.3% | -15.6% |
| 3Y | +72.2% | +154.5% | -82.2% | +48.2% |
| 5Y | +53.4% | -1.1% | +54.4% | +42.5% |
| 10Y | +127.0% | +0.5% | +126.5% | +93.2% |
| All | +127.0% | +3.7% | +123.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling