+127.0%
CHRW vs ROP
+189.6%
-62.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.3% |
| 7D | +0.2% | -1.6% | +1.9% | +0.8% |
| 30D | -9.4% | +29.5% | -38.9% | -18.3% |
| 3M | -13.3% | +17.5% | -30.8% | -19.1% |
| 6M | -24.2% | +38.1% | -62.2% | -33.9% |
| YTD | -18.9% | +7.0% | -25.8% | -22.1% |
| 1Y | -12.4% | +6.5% | -18.9% | -15.7% |
| 3Y | +72.2% | -5.5% | +77.7% | +71.5% |
| 5Y | +53.4% | -0.4% | +53.8% | +47.4% |
| 10Y | +127.0% | +183.6% | -56.6% | +48.9% |
| All | +127.0% | +189.6% | -62.7% | +48.9% |
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