+4,339.7%
CHRW vs TROW
+1,239.0%
+3,100.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +0.9% | -4.0% | +5.0% | +2.3% |
| 3M | -19.9% | +5.0% | -24.9% | -21.6% |
| 6M | -15.8% | +24.3% | -40.1% | -22.3% |
| YTD | -5.6% | +9.8% | -15.4% | -9.2% |
| 1Y | +21.0% | +6.4% | +14.6% | +17.3% |
| 3Y | +86.0% | +15.8% | +70.2% | +72.3% |
| 5Y | +88.6% | -37.3% | +125.9% | +109.0% |
| 10Y | +169.3% | +130.6% | +38.7% | +82.1% |
| All | +4,339.7% | +1,239.0% | +3,100.7% | +1,292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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