+123.6%
CHRW vs MSCI
+789.3%
-665.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.8% |
| 7D | +0.6% | +2.8% | -2.3% | -0.1% |
| 30D | -7.3% | +15.4% | -22.7% | -10.4% |
| 3M | -14.2% | +13.4% | -27.6% | -16.9% |
| 6M | -25.1% | +10.9% | -36.0% | -27.4% |
| YTD | -21.2% | +13.0% | -34.1% | -24.2% |
| 1Y | -14.2% | +12.0% | -26.2% | -17.4% |
| 3Y | +63.5% | +34.1% | +29.4% | +48.9% |
| 5Y | +49.6% | +3.9% | +45.7% | +40.9% |
| All | +123.6% | +789.3% | -665.7% | +32.1% |
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 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