+4,266.9%
CHRW vs M
+103.9%
+4,163.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | -1.4% | +4.7% | -6.1% | -2.3% |
| 30D | -3.5% | -9.6% | +6.2% | -1.5% |
| 3M | -19.4% | +0.9% | -20.2% | -20.0% |
| 6M | -21.4% | +22.3% | -43.6% | -25.1% |
| YTD | -7.1% | +6.5% | -13.7% | -9.4% |
| 1Y | +17.8% | +38.8% | -20.9% | +8.5% |
| 3Y | +78.8% | +115.9% | -37.1% | +42.6% |
| 5Y | +83.5% | +28.6% | +54.9% | +52.7% |
| 10Y | +160.2% | -2.5% | +162.8% | +93.4% |
| All | +4,266.9% | +103.9% | +4,163.0% | +1,747.8% |
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 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