+169.3%
CHRW vs M
-6.4%
+175.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.0% |
| 7D | +1.9% | +2.4% | -0.4% | +1.6% |
| 30D | +0.9% | -11.6% | +12.5% | +2.4% |
| 3M | -19.9% | +1.6% | -21.5% | -20.3% |
| 6M | -15.8% | +25.2% | -41.0% | -18.5% |
| YTD | -5.6% | +3.8% | -9.3% | -6.6% |
| 1Y | +21.0% | +36.3% | -15.3% | +15.6% |
| 3Y | +86.0% | +116.3% | -30.3% | +63.2% |
| 5Y | +88.6% | +28.2% | +60.5% | +70.9% |
| 10Y | +169.3% | -3.4% | +172.7% | +126.8% |
| All | +169.3% | -6.4% | +175.7% | +126.8% |
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