+129.9%
CHRW vs MSCI
+811.9%
-681.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +7.3% | +3.0% | +4.3% | +6.5% |
| 30D | -3.6% | +17.8% | -21.4% | -7.3% |
| 3M | -9.6% | +15.2% | -24.8% | -12.7% |
| 6M | -17.0% | +16.5% | -33.5% | -20.6% |
| YTD | -15.4% | +16.4% | -31.8% | -19.3% |
| 1Y | -10.0% | +16.8% | -26.8% | -14.2% |
| 3Y | +82.2% | +35.8% | +46.4% | +65.4% |
| 5Y | +59.4% | +7.0% | +52.4% | +49.0% |
| All | +129.9% | +811.9% | -681.9% | +32.9% |
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