+164.3%
CHRW vs MSCI
+624.4%
-460.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.5% | +0.6% | -4.0% | -3.6% |
| 3M | -19.4% | -7.1% | -12.3% | -18.3% |
| 6M | -21.4% | +0.8% | -22.2% | -22.0% |
| YTD | -7.1% | +1.0% | -8.1% | -8.2% |
| 1Y | +17.8% | +4.3% | +13.5% | +15.3% |
| 3Y | +78.8% | +9.9% | +68.8% | +70.9% |
| 5Y | +83.5% | -6.8% | +90.3% | +77.5% |
| All | +164.3% | +624.4% | -460.1% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling