+3,607.0%
CHRW vs M
+105.9%
+3,501.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.4% |
| 7D | +0.6% | -4.3% | +4.8% | +1.4% |
| 30D | -7.3% | +1.3% | -8.6% | -7.6% |
| 3M | -14.2% | -7.4% | -6.8% | -13.1% |
| 6M | -25.1% | +18.3% | -43.4% | -28.3% |
| YTD | -21.2% | +7.6% | -28.7% | -23.4% |
| 1Y | -14.2% | +17.4% | -31.6% | -18.2% |
| 3Y | +63.5% | +108.4% | -44.8% | +31.3% |
| 5Y | +49.6% | -10.6% | +60.2% | +35.5% |
| 10Y | +129.4% | -3.2% | +132.5% | +70.8% |
| All | +3,607.0% | +105.9% | +3,501.1% | +1,461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling