+171.0%
CHRW vs P
+485.4%
-314.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.4% | +6.5% | -7.9% | -2.1% |
| 30D | -3.5% | +18.8% | -22.3% | -5.4% |
| 3M | -19.4% | +26.7% | -46.1% | -21.9% |
| 6M | -21.4% | +62.2% | -83.5% | -26.2% |
| YTD | -7.1% | +48.5% | -55.6% | -12.2% |
| 1Y | +17.8% | +26.4% | -8.6% | +12.3% |
| 3Y | +78.8% | +159.4% | -80.6% | +52.1% |
| 5Y | +83.5% | +275.8% | -192.3% | +47.1% |
| 10Y | +160.2% | +732.0% | -571.8% | +88.1% |
| All | +171.0% | +485.4% | -314.4% | +97.0% |
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