+135.5%
CHRW vs P
+449.6%
-314.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -16.4% | +12.3% | -2.5% |
| 7D | +0.7% | -31.9% | +32.6% | +4.3% |
| 30D | -5.0% | -36.5% | +31.5% | -1.1% |
| 3M | -16.1% | +11.6% | -27.7% | -18.0% |
| 6M | -22.6% | +25.2% | -47.8% | -25.9% |
| YTD | -19.3% | +39.4% | -58.7% | -23.8% |
| 1Y | -14.9% | -3.7% | -11.3% | -17.1% |
| 3Y | +68.0% | +167.3% | -99.2% | +41.3% |
| 5Y | +53.2% | +237.3% | -184.2% | +23.2% |
| 10Y | +134.8% | +698.6% | -563.8% | +69.5% |
| All | +135.5% | +449.6% | -314.1% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling