+763.4%
CHRW vs MKTX
+1,445.7%
-682.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +0.9% | +1.0% | 0.0% | +0.8% |
| 3M | -19.9% | +41.3% | -61.1% | -26.5% |
| 6M | -15.8% | -11.3% | -4.5% | -15.4% |
| YTD | -5.6% | -8.6% | +3.0% | -5.8% |
| 1Y | +21.0% | -11.1% | +32.1% | +21.1% |
| 3Y | +86.0% | -24.5% | +110.5% | +87.7% |
| 5Y | +88.6% | -61.4% | +150.0% | +114.4% |
| 10Y | +169.3% | +6.8% | +162.5% | +129.2% |
| All | +763.4% | +1,445.7% | -682.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling