-11.1%
CHRW vs ROP
+10.4%
-21.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.5% |
| 7D | +4.9% | +11.7% | -6.8% | +2.7% |
| 30D | -4.8% | +35.5% | -40.3% | -10.8% |
| 3M | -13.1% | +25.6% | -38.8% | -17.2% |
| 6M | -16.3% | +39.3% | -55.6% | -21.4% |
| YTD | -15.8% | +11.6% | -27.5% | -20.9% |
| 1Y | -11.1% | +10.6% | -21.7% | -16.2% |
| All | -11.1% | +10.4% | -21.5% | -16.2% |
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