+237.9%
CHRW vs USFR
+27.5%
+210.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | +0.3% | -3.8% | -3.5% |
| 3M | -19.4% | +1.0% | -20.4% | -19.5% |
| 6M | -21.4% | +1.9% | -23.3% | -21.6% |
| YTD | -7.1% | +2.6% | -9.7% | -7.5% |
| 1Y | +17.8% | +4.0% | +13.8% | +17.0% |
| 3Y | +78.8% | +14.1% | +64.7% | +75.4% |
| 5Y | +83.5% | +20.4% | +63.1% | +78.6% |
| 10Y | +160.2% | +28.0% | +132.2% | +149.2% |
| All | +237.9% | +27.5% | +210.3% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling