+129.8%
CHRW vs ROP
+183.9%
-54.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.7% | -2.7% | +7.4% | +5.8% |
| 30D | -2.6% | +29.7% | -32.3% | -12.2% |
| 3M | -8.0% | +21.2% | -29.2% | -15.2% |
| 6M | -19.0% | +48.3% | -67.3% | -31.4% |
| YTD | -15.5% | +8.4% | -23.9% | -19.2% |
| 1Y | -10.8% | +6.0% | -16.8% | -14.0% |
| 3Y | +79.8% | -5.6% | +85.4% | +79.4% |
| 5Y | +59.3% | +1.3% | +58.0% | +52.1% |
| All | +129.8% | +183.9% | -54.1% | +52.9% |
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