+57.5%
CHRW vs S
-71.1%
+128.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.3% | +2.0% | +5.3% | +7.1% |
| 30D | -3.6% | -2.7% | -0.9% | -3.5% |
| 3M | -9.6% | -6.9% | -2.7% | -9.4% |
| 6M | -17.0% | +38.1% | -55.1% | -19.7% |
| YTD | -15.4% | +48.0% | -63.4% | -19.0% |
| 1Y | -10.0% | +34.5% | -44.5% | -13.3% |
| 3Y | +82.2% | +38.3% | +43.8% | +71.2% |
| All | +57.5% | -71.1% | +128.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling