+93.0%
CHRW vs ROK
+45.0%
+48.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 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% | -19.9% |
| 6M | -16.7% | +14.2% | -30.8% | -21.0% |
| YTD | -5.4% | +10.6% | -15.9% | -9.2% |
| 1Y | +21.2% | +25.9% | -4.7% | +11.9% |
| 3Y | +86.5% | +50.8% | +35.7% | +59.5% |
| 5Y | +93.0% | +47.0% | +46.0% | +59.5% |
| All | +93.0% | +45.0% | +48.0% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling