+82.1%
CHRW vs S
+42.2%
+39.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.7% | +1.0% |
| 7D | +4.7% | +4.1% | +0.7% | +4.3% |
| 30D | -2.6% | -7.2% | +4.6% | -2.2% |
| 3M | -8.0% | 0.0% | -8.0% | -8.4% |
| 6M | -19.0% | +41.6% | -60.6% | -21.7% |
| YTD | -15.5% | +48.6% | -64.1% | -19.1% |
| 1Y | -10.8% | +30.0% | -40.9% | -13.9% |
| All | +82.1% | +42.2% | +39.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling