+123.6%
CHRW vs PR
+66.0%
+57.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | +0.6% | -16.4% | +17.0% | +1.5% |
| 30D | -7.3% | -1.9% | -5.4% | -7.3% |
| 3M | -14.2% | +8.0% | -22.1% | -14.7% |
| 6M | -25.1% | +4.1% | -29.2% | -25.4% |
| YTD | -21.2% | +58.7% | -79.9% | -23.5% |
| 1Y | -14.2% | +75.8% | -90.0% | -17.2% |
| 3Y | +63.5% | +73.2% | -9.6% | +57.0% |
| 5Y | +49.6% | +230.1% | -180.5% | +38.0% |
| All | +123.6% | +66.0% | +57.6% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling