+128.5%
CHRW vs M
-5.1%
+133.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -0.1% | -3.3% | +3.2% | +0.3% |
| 30D | -4.3% | +8.1% | -12.4% | -5.3% |
| 3M | -7.4% | +2.2% | -9.6% | -7.8% |
| 6M | -20.7% | +35.1% | -55.8% | -24.0% |
| YTD | -15.9% | +15.8% | -31.7% | -18.0% |
| 1Y | -9.9% | +25.8% | -35.7% | -13.1% |
| 3Y | +79.0% | +156.2% | -77.3% | +53.9% |
| 5Y | +61.3% | -2.4% | +63.7% | +50.1% |
| 10Y | +128.5% | -7.1% | +135.6% | +92.1% |
| All | +128.5% | -5.1% | +133.7% | +92.1% |
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