+17.3%
CHRW vs PR
+76.5%
-59.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -1.8% | +2.9% | -4.7% | -1.8% |
| 30D | -3.9% | +18.0% | -21.9% | -4.2% |
| 3M | -19.7% | +16.9% | -36.6% | -19.9% |
| 6M | -21.7% | +28.2% | -49.9% | -23.4% |
| YTD | -7.5% | +69.3% | -76.9% | -9.1% |
| 1Y | +17.3% | +69.5% | -52.2% | +17.5% |
| All | +17.3% | +76.5% | -59.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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