+129.9%
CHRW vs ROK
+264.0%
-134.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +7.3% | +7.1% | +0.2% | +5.2% |
| 30D | -3.6% | -5.0% | +1.4% | -2.4% |
| 3M | -9.6% | -9.4% | -0.2% | -7.4% |
| 6M | -17.0% | -11.0% | -6.0% | -15.1% |
| YTD | -15.4% | +4.4% | -19.9% | -17.6% |
| 1Y | -10.0% | +7.4% | -17.4% | -13.0% |
| 3Y | +82.2% | +61.0% | +21.2% | +52.3% |
| 5Y | +59.4% | +30.4% | +29.0% | +38.7% |
| All | +129.9% | +264.0% | -134.0% | +52.0% |
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