+3,607.0%
CHRW vs ROP
+3,472.3%
+134.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 3M | -14.2% | +20.0% | -34.2% | -20.0% |
| 6M | -25.1% | +36.4% | -61.5% | -33.6% |
| YTD | -21.2% | +7.8% | -29.0% | -24.4% |
| 1Y | -14.2% | +8.0% | -22.1% | -17.8% |
| 3Y | +63.5% | -3.5% | +67.0% | +61.2% |
| 5Y | +49.6% | +1.5% | +48.1% | +44.0% |
| 10Y | +129.4% | +198.5% | -69.1% | +48.1% |
| All | +3,607.0% | +3,472.3% | +134.7% | +997.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling