-11.1%
CHRW vs MKSI
+40.1%
-51.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.5% |
| 7D | +4.9% | -10.7% | +15.6% | +5.6% |
| 30D | -4.8% | -30.5% | +25.7% | -2.7% |
| 3M | -13.1% | -39.2% | +26.0% | -10.4% |
| 6M | -16.3% | -33.0% | +16.7% | -14.4% |
| YTD | -15.8% | +22.3% | -38.1% | -21.4% |
| 1Y | -11.1% | +42.7% | -53.8% | -16.7% |
| All | -11.1% | +40.1% | -51.2% | -16.7% |
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