+17.3%
CHRW vs MKSI
+162.5%
-145.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.3% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | -3.9% | -16.8% | +12.9% | -2.7% |
| 3M | -19.7% | -21.1% | +1.4% | -17.6% |
| 6M | -21.7% | +10.8% | -32.6% | -23.6% |
| YTD | -7.5% | +63.3% | -70.9% | -11.8% |
| 1Y | +17.3% | +157.0% | -139.7% | +5.9% |
| All | +17.3% | +162.5% | -145.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling