+130.0%
CHRW vs P
+469.1%
-339.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.9% | -2.7% |
| 7D | +0.6% | -23.8% | +24.4% | +3.1% |
| 30D | -7.3% | -36.6% | +29.3% | -3.5% |
| 3M | -14.2% | +10.9% | -25.1% | -16.0% |
| 6M | -25.1% | +30.0% | -55.1% | -28.5% |
| YTD | -21.2% | +44.4% | -65.5% | -25.9% |
| 1Y | -14.2% | +3.9% | -18.1% | -17.0% |
| 3Y | +63.5% | +176.6% | -113.1% | +37.0% |
| 5Y | +49.6% | +249.3% | -199.7% | +19.9% |
| 10Y | +129.4% | +726.9% | -597.6% | +65.0% |
| All | +130.0% | +469.1% | -339.1% | +66.4% |
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 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