+55.6%
CHRW vs ROK
+29.0%
+26.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -3.4% | -11.0% | +7.6% | -0.3% |
| 30D | -9.4% | -8.2% | -1.2% | -7.4% |
| 3M | -12.6% | -8.5% | -4.2% | -10.8% |
| 6M | -24.2% | -12.0% | -12.2% | -22.3% |
| YTD | -18.9% | +3.1% | -21.9% | -20.9% |
| 1Y | -13.7% | +2.9% | -16.6% | -15.8% |
| 3Y | +72.6% | +60.7% | +11.9% | +42.8% |
| 5Y | +55.6% | +29.5% | +26.1% | +35.7% |
| All | +55.6% | +29.0% | +26.5% | +35.7% |
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