+4,266.9%
CHRW vs ROP
+2,952.7%
+1,314.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +2.3% |
| 7D | -1.4% | -4.4% | +3.0% | +0.2% |
| 30D | -3.5% | +3.2% | -6.7% | -4.6% |
| 3M | -19.4% | +23.1% | -42.5% | -25.4% |
| 6M | -21.4% | +13.3% | -34.7% | -25.3% |
| YTD | -7.1% | -7.9% | +0.7% | -5.4% |
| 1Y | +17.8% | -22.1% | +39.9% | +27.1% |
| 3Y | +78.8% | -16.8% | +95.6% | +86.7% |
| 5Y | +83.5% | -13.5% | +97.1% | +88.0% |
| 10Y | +160.2% | +137.7% | +22.6% | +82.8% |
| All | +4,266.9% | +2,952.7% | +1,314.2% | +1,273.8% |
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