+21.2%
CHRW vs ROK
+25.5%
-4.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | +1.9% | -1.8% | +3.7% | +2.4% |
| 3M | -21.2% | -7.2% | -14.0% | -20.1% |
| 6M | -16.7% | +14.2% | -30.8% | -25.9% |
| YTD | -5.4% | +10.6% | -15.9% | -12.9% |
| 1Y | +21.2% | +25.9% | -4.7% | +7.6% |
| All | +21.2% | +25.5% | -4.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling