+3,715.3%
CHRW vs M
+123.8%
+3,591.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | +5.0% | -8.4% | -4.4% |
| 30D | -9.4% | +10.6% | -20.0% | -11.3% |
| 3M | -12.6% | +1.6% | -14.2% | -13.2% |
| 6M | -24.2% | +30.8% | -55.0% | -28.9% |
| YTD | -18.9% | +16.9% | -35.8% | -22.5% |
| 1Y | -13.7% | +26.3% | -39.9% | -19.0% |
| 3Y | +72.6% | +158.6% | -86.0% | +32.5% |
| 5Y | +55.6% | +2.1% | +53.5% | +37.0% |
| 10Y | +122.7% | -4.3% | +127.1% | +67.4% |
| All | +3,715.3% | +123.8% | +3,591.5% | +1,479.7% |
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