+169.3%
CHRW vs ROP
+134.1%
+35.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.8% |
| 7D | +1.9% | -5.4% | +7.4% | +4.1% |
| 30D | +0.9% | -1.6% | +2.6% | +1.4% |
| 3M | -19.9% | +18.8% | -38.7% | -25.6% |
| 6M | -15.8% | +8.2% | -24.0% | -18.9% |
| YTD | -5.6% | -10.5% | +4.9% | -2.3% |
| 1Y | +21.0% | -23.7% | +44.8% | +33.6% |
| 3Y | +86.0% | -17.9% | +103.9% | +96.1% |
| 5Y | +88.6% | -15.3% | +104.0% | +94.0% |
| 10Y | +169.3% | +133.4% | +35.9% | +80.1% |
| All | +169.3% | +134.1% | +35.2% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling