+48.6%
CHRW vs ROP
+1.1%
+47.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.3% |
| 7D | +0.6% | +2.1% | -1.6% | -0.2% |
| 30D | -7.3% | +32.9% | -40.2% | -16.3% |
| 3M | -14.2% | +20.0% | -34.2% | -19.9% |
| 6M | -25.1% | +36.4% | -61.5% | -33.5% |
| YTD | -21.2% | +7.8% | -29.0% | -23.7% |
| 1Y | -14.2% | +8.0% | -22.1% | -17.0% |
| 3Y | +63.5% | -3.5% | +67.0% | +62.1% |
| All | +48.6% | +1.1% | +47.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling