+59.3%
CHRW vs P
+286.6%
-227.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.2% |
| 7D | +4.7% | +17.8% | -13.1% | +3.2% |
| 30D | -2.6% | -29.9% | +27.3% | 0.0% |
| 3M | -8.0% | -1.2% | -6.8% | -8.7% |
| 6M | -19.0% | +32.1% | -51.1% | -22.3% |
| YTD | -15.5% | +64.3% | -79.8% | -21.1% |
| 1Y | -10.8% | +24.3% | -35.1% | -15.1% |
| 3Y | +79.8% | +203.2% | -123.4% | +49.2% |
| 5Y | +59.3% | +290.4% | -231.2% | +27.6% |
| All | +59.3% | +286.6% | -227.3% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling