+128.5%
CHRW vs USFR
+28.5%
+100.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.1% |
| 3M | -7.4% | +1.1% | -8.5% | -6.8% |
| 6M | -20.7% | +2.1% | -22.8% | -19.8% |
| YTD | -15.9% | +3.4% | -19.3% | -14.5% |
| 1Y | -9.9% | +4.1% | -14.0% | -8.3% |
| 3Y | +79.0% | +14.4% | +64.6% | +91.8% |
| 5Y | +61.3% | +21.4% | +39.9% | +78.6% |
| 10Y | +128.5% | +28.5% | +100.0% | +152.9% |
| All | +128.5% | +28.5% | +100.0% | +152.9% |
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