+307.3%
CHRW vs MSCI
+3,095.4%
-2,788.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.7% |
| 7D | +0.6% | +2.8% | -2.3% | -0.2% |
| 30D | -7.3% | +15.4% | -22.7% | -11.0% |
| 3M | -14.2% | +13.4% | -27.6% | -17.3% |
| 6M | -25.1% | +10.9% | -36.0% | -27.8% |
| YTD | -21.2% | +13.0% | -34.1% | -24.8% |
| 1Y | -14.2% | +12.0% | -26.2% | -17.9% |
| 3Y | +63.5% | +34.1% | +29.4% | +46.4% |
| 5Y | +49.6% | +3.9% | +45.7% | +40.1% |
| 10Y | +129.4% | +802.0% | -672.6% | +6.7% |
| All | +307.3% | +3,095.4% | -2,788.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling