+53.2%
CHRW vs PR
+225.6%
-172.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -3.4% |
| 7D | +0.7% | -16.5% | +17.2% | +3.3% |
| 30D | -5.0% | -4.5% | -0.5% | -4.6% |
| 3M | -16.1% | +8.5% | -24.6% | -17.6% |
| 6M | -22.6% | -3.3% | -19.3% | -22.8% |
| YTD | -19.3% | +55.7% | -75.0% | -25.7% |
| 1Y | -14.9% | +82.0% | -97.0% | -23.7% |
| 3Y | +68.0% | +62.5% | +5.6% | +50.4% |
| 5Y | +53.2% | +223.9% | -170.8% | +19.4% |
| All | +53.2% | +225.6% | -172.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling