-11.1%
CHRW vs PCOR
+4.0%
-15.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +19.7% | -19.4% | +1.1% |
| 7D | +4.9% | +21.8% | -16.9% | +5.9% |
| 30D | -4.8% | +39.5% | -44.3% | -3.2% |
| 3M | -13.1% | +35.2% | -48.4% | -11.5% |
| 6M | -16.3% | +21.7% | -38.1% | -13.0% |
| YTD | -15.8% | +3.9% | -19.7% | -17.1% |
| 1Y | -11.1% | +6.9% | -18.1% | -12.1% |
| All | -11.1% | +4.0% | -15.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling