+88.6%
CHRW vs ROP
-14.2%
+102.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.7% |
| 7D | +1.9% | -5.4% | +7.4% | +4.0% |
| 30D | +0.9% | -1.6% | +2.6% | +1.4% |
| 3M | -19.9% | +18.8% | -38.7% | -25.2% |
| 6M | -15.8% | +8.2% | -24.0% | -18.5% |
| YTD | -5.6% | -10.5% | +4.9% | -2.2% |
| 1Y | +21.0% | -23.7% | +44.8% | +34.2% |
| 3Y | +86.0% | -17.9% | +103.9% | +94.8% |
| 5Y | +88.6% | -15.3% | +104.0% | +89.4% |
| All | +88.6% | -14.2% | +102.8% | +89.4% |
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