+50.7%
CHRW vs S
-52.7%
+103.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -4.0% | -2.4% |
| 7D | +0.6% | -13.4% | +14.0% | +1.6% |
| 30D | -7.3% | -14.0% | +6.7% | -6.3% |
| 3M | -14.2% | +4.9% | -19.0% | -14.8% |
| 6M | -25.1% | +42.0% | -67.1% | -27.4% |
| YTD | -21.2% | +45.1% | -66.3% | -24.1% |
| 1Y | -14.2% | +33.1% | -47.2% | -16.9% |
| 3Y | +63.5% | +40.6% | +22.9% | +54.8% |
| 5Y | +49.6% | -67.5% | +117.1% | +45.1% |
| All | +50.7% | -52.7% | +103.4% | +51.0% |
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 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