+131.6%
CHRW vs PR
+160.5%
-28.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.8% | +0.6% |
| 7D | +4.9% | -12.1% | +17.0% | +5.6% |
| 30D | -4.8% | +0.9% | -5.7% | -4.9% |
| 3M | -13.1% | +10.1% | -23.3% | -13.7% |
| 6M | -16.3% | +1.1% | -17.5% | -16.6% |
| YTD | -15.8% | +63.7% | -79.5% | -18.4% |
| 1Y | -11.1% | +87.0% | -98.2% | -14.5% |
| 3Y | +75.3% | +70.7% | +4.5% | +68.5% |
| 5Y | +56.0% | +246.8% | -190.8% | +43.8% |
| 10Y | +144.9% | +72.6% | +72.3% | +141.1% |
| All | +131.6% | +160.5% | -28.8% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling