+72.2%
CHRW vs USFR
+14.3%
+57.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.2% | +0.1% | +0.2% | +0.4% |
| 30D | -9.4% | +0.4% | -9.7% | -8.5% |
| 3M | -13.3% | +1.1% | -14.3% | -10.6% |
| 6M | -24.2% | +2.0% | -26.2% | -21.2% |
| YTD | -18.9% | +3.4% | -22.3% | -16.9% |
| 1Y | -12.4% | +4.1% | -16.5% | -11.7% |
| 3Y | +72.2% | +14.3% | +57.9% | +152.5% |
| All | +72.2% | +14.3% | +57.9% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling