+123.6%
CHRW vs M
-4.2%
+127.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | +0.6% | -4.3% | +4.8% | +1.1% |
| 30D | -7.3% | +1.3% | -8.6% | -7.5% |
| 3M | -14.2% | -7.4% | -6.8% | -13.5% |
| 6M | -25.1% | +18.3% | -43.4% | -27.0% |
| YTD | -21.2% | +7.6% | -28.7% | -22.5% |
| 1Y | -14.2% | +17.4% | -31.6% | -16.5% |
| 3Y | +63.5% | +108.4% | -44.8% | +44.1% |
| 5Y | +49.6% | -10.6% | +60.2% | +40.7% |
| All | +123.6% | -4.2% | +127.8% | +92.5% |
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