+3,875.0%
CHRW vs ROK
+4,184.4%
-309.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.7% | +6.1% | -1.3% | +2.7% |
| 30D | -2.6% | -6.5% | +3.9% | -0.8% |
| 3M | -8.0% | -10.2% | +2.2% | -5.1% |
| 6M | -19.0% | -10.6% | -8.4% | -17.0% |
| YTD | -15.5% | +4.9% | -20.4% | -17.9% |
| 1Y | -10.8% | +3.8% | -14.6% | -13.2% |
| 3Y | +79.8% | +63.5% | +16.3% | +45.1% |
| 5Y | +59.3% | +30.9% | +28.3% | +35.7% |
| 10Y | +129.6% | +266.4% | -136.8% | +28.6% |
| All | +3,875.0% | +4,184.4% | -309.4% | +749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling