+122.7%
CHRW vs MSCI
+789.3%
-666.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -3.4% | +2.7% | -6.1% | -4.0% |
| 30D | -9.4% | +16.2% | -25.6% | -12.6% |
| 3M | -12.6% | +17.1% | -29.7% | -16.0% |
| 6M | -24.2% | +13.0% | -37.2% | -26.9% |
| YTD | -18.9% | +15.8% | -34.6% | -22.5% |
| 1Y | -13.7% | +15.5% | -29.2% | -17.5% |
| 3Y | +72.6% | +32.3% | +40.3% | +57.7% |
| 5Y | +55.6% | +8.2% | +47.4% | +45.1% |
| 10Y | +122.7% | +800.7% | -678.0% | +30.6% |
| All | +122.7% | +789.3% | -666.6% | +30.6% |
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