-13.7%
CHRW vs S
+38.4%
-52.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.0% |
| 7D | +0.2% | +1.6% | -1.3% | 0.0% |
| 30D | -9.4% | -10.5% | +1.1% | -8.6% |
| 3M | -13.3% | +9.9% | -23.2% | -14.6% |
| 6M | -24.2% | +41.8% | -65.9% | -27.1% |
| YTD | -18.9% | +56.8% | -75.7% | -24.9% |
| All | -13.7% | +38.4% | -52.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling