+177.7%
CHRW vs ROK
+350.4%
-172.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +4.4% | -1.6% | +6.0% | +4.8% |
| 30D | +5.5% | -5.4% | +10.9% | +7.2% |
| 3M | -17.3% | -4.0% | -13.3% | -16.8% |
| 6M | -12.7% | +13.3% | -26.0% | -16.7% |
| YTD | -4.1% | +9.3% | -13.5% | -7.4% |
| 1Y | +21.2% | +25.8% | -4.6% | +12.4% |
| 3Y | +88.9% | +49.1% | +39.8% | +62.5% |
| 5Y | +93.1% | +45.9% | +47.2% | +63.4% |
| All | +177.7% | +350.4% | -172.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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