+77.5%
CHRW vs S
-56.8%
+134.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -1.4% | -7.7% | +6.3% | -0.8% |
| 30D | -3.5% | -5.3% | +1.9% | -3.2% |
| 3M | -19.4% | +20.3% | -39.7% | -20.7% |
| 6M | -21.4% | +47.4% | -68.7% | -24.0% |
| YTD | -7.1% | +32.5% | -39.7% | -9.7% |
| 1Y | +17.8% | +9.5% | +8.3% | +15.9% |
| 3Y | +78.8% | +15.5% | +63.3% | +72.0% |
| 5Y | +83.5% | -71.2% | +154.7% | +79.2% |
| All | +77.5% | -56.8% | +134.3% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling