+86.8%
CHRW vs S
-71.4%
+158.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.4% | -7.7% | +6.3% | -0.8% |
| 30D | -3.5% | -5.3% | +1.9% | -3.1% |
| 3M | -19.4% | +20.3% | -39.7% | -20.8% |
| 6M | -21.4% | +47.4% | -68.7% | -24.3% |
| YTD | -7.1% | +32.5% | -39.7% | -9.9% |
| 1Y | +17.8% | +9.5% | +8.3% | +15.8% |
| 3Y | +78.8% | +15.5% | +63.3% | +71.1% |
| All | +86.8% | -71.4% | +158.2% | +87.1% |
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 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