+93.1%
CHRW vs MKTX
-60.6%
+153.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.4% | -0.2% | +4.5% | +4.4% |
| 30D | +5.5% | +0.8% | +4.7% | +5.5% |
| 3M | -17.3% | +41.1% | -58.4% | -18.8% |
| 6M | -12.7% | -9.5% | -3.1% | -9.4% |
| YTD | -4.1% | -8.7% | +4.6% | -0.7% |
| 1Y | +21.2% | -10.0% | +31.2% | +25.6% |
| 3Y | +88.9% | -24.6% | +113.5% | +96.0% |
| 5Y | +93.1% | -60.3% | +153.4% | +107.9% |
| All | +93.1% | -60.6% | +153.6% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling