+128.5%
CHRW vs P
+686.0%
-557.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +3.2% |
| 7D | -0.1% | -4.7% | +4.7% | +0.3% |
| 30D | -4.3% | -31.4% | +27.1% | -0.8% |
| 3M | -7.4% | -2.6% | -4.8% | -8.0% |
| 6M | -20.7% | +21.9% | -42.6% | -23.9% |
| YTD | -15.9% | +58.9% | -74.8% | -22.1% |
| 1Y | -9.9% | +21.7% | -31.6% | -14.7% |
| 3Y | +79.0% | +193.3% | -114.3% | +46.2% |
| 5Y | +61.3% | +275.1% | -213.8% | +25.0% |
| 10Y | +128.5% | +655.3% | -526.8% | +54.4% |
| All | +128.5% | +686.0% | -557.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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