+82.2%
CHRW vs P
+197.6%
-115.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +7.3% | +11.6% | -4.3% | +6.5% |
| 30D | -3.6% | -23.7% | +20.1% | -2.1% |
| 3M | -9.6% | -8.0% | -1.6% | -9.7% |
| 6M | -17.0% | +27.9% | -44.9% | -19.4% |
| YTD | -15.4% | +61.2% | -76.6% | -19.8% |
| 1Y | -10.0% | +28.6% | -38.6% | -13.8% |
| 3Y | +82.2% | +200.5% | -118.3% | +64.2% |
| All | +82.2% | +197.6% | -115.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling