+55.1%
CHRW vs S
-48.9%
+104.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.3% |
| 7D | +0.2% | +1.6% | -1.3% | +0.1% |
| 30D | -9.4% | -10.5% | +1.1% | -8.7% |
| 3M | -13.3% | +9.9% | -23.2% | -14.2% |
| 6M | -24.2% | +41.8% | -65.9% | -26.6% |
| YTD | -18.9% | +56.8% | -75.7% | -22.3% |
| 1Y | -12.4% | +39.0% | -51.4% | -15.5% |
| 3Y | +72.2% | +53.8% | +18.4% | +61.9% |
| 5Y | +53.4% | -68.6% | +122.0% | +47.7% |
| All | +55.1% | -48.9% | +104.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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