-11.1%
CHRW vs MSCI
+17.3%
-28.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.1% | -0.2% |
| 7D | +4.9% | +11.5% | -6.6% | +3.9% |
| 30D | -4.8% | +22.1% | -26.9% | -6.6% |
| 3M | -13.1% | +18.4% | -31.6% | -14.4% |
| 6M | -16.3% | +16.6% | -33.0% | -18.1% |
| YTD | -15.8% | +18.8% | -34.7% | -18.4% |
| 1Y | -11.1% | +19.0% | -30.1% | -15.1% |
| All | -11.1% | +17.3% | -28.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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