+17.3%
CHRW vs ROP
-21.5%
+38.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.4% |
| 7D | -1.8% | -4.4% | +2.6% | -0.9% |
| 30D | -3.9% | +3.2% | -7.1% | -4.6% |
| 3M | -19.7% | +23.1% | -42.8% | -22.8% |
| 6M | -21.7% | +13.3% | -35.0% | -23.1% |
| YTD | -7.5% | -7.9% | +0.3% | -10.5% |
| 1Y | +17.3% | -22.1% | +39.4% | +15.6% |
| All | +17.3% | -21.5% | +38.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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