+155.5%
CHRW vs PR
+169.5%
-14.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | -3.5% | +18.0% | -21.5% | -4.4% |
| 3M | -19.4% | +16.9% | -36.3% | -20.2% |
| 6M | -21.4% | +28.2% | -49.6% | -22.6% |
| YTD | -7.1% | +69.3% | -76.5% | -10.0% |
| 1Y | +17.8% | +69.5% | -51.7% | +14.0% |
| 3Y | +78.8% | +81.7% | -2.9% | +71.4% |
| 5Y | +83.5% | +422.2% | -338.7% | +66.8% |
| 10Y | +160.2% | +110.4% | +49.9% | +159.5% |
| All | +155.5% | +169.5% | -14.0% | +161.7% |
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 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