+129.9%
CHRW vs USFR
+28.6%
+101.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | -3.6% | +0.4% | -3.9% | -3.4% |
| 3M | -9.6% | +1.1% | -10.6% | -9.0% |
| 6M | -17.0% | +2.0% | -19.0% | -16.1% |
| YTD | -15.4% | +3.5% | -18.9% | -14.1% |
| 1Y | -10.0% | +4.1% | -14.1% | -8.4% |
| 3Y | +82.2% | +14.4% | +67.8% | +95.1% |
| 5Y | +59.4% | +21.4% | +37.9% | +76.4% |
| All | +129.9% | +28.6% | +101.4% | +154.5% |
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