+360.8%
CHRW vs MUB
+76.3%
+284.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -3.5% | -1.4% | -2.0% | -3.1% |
| 3M | -19.4% | -2.2% | -17.2% | -18.9% |
| 6M | -21.4% | -1.9% | -19.5% | -21.0% |
| YTD | -7.1% | -0.8% | -6.4% | -6.9% |
| 1Y | +17.8% | +2.7% | +15.1% | +17.0% |
| 3Y | +78.8% | +8.6% | +70.2% | +75.1% |
| 5Y | +83.5% | +2.0% | +81.5% | +81.8% |
| 10Y | +160.2% | +17.9% | +142.3% | +151.9% |
| All | +360.8% | +76.3% | +284.5% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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