+177.7%
CHRW vs USFR
+28.0%
+149.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +5.5% | +0.3% | +5.2% | +5.7% |
| 3M | -17.3% | +1.0% | -18.2% | -16.8% |
| 6M | -12.7% | +1.9% | -14.6% | -11.9% |
| YTD | -4.1% | +2.7% | -6.8% | -3.0% |
| 1Y | +21.2% | +4.0% | +17.2% | +23.2% |
| 3Y | +88.9% | +14.1% | +74.8% | +101.9% |
| 5Y | +93.1% | +20.5% | +72.6% | +112.5% |
| All | +177.7% | +28.0% | +149.6% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling