+195.2%
CHRW vs USFR
+28.5%
+166.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -9.4% | +0.4% | -9.7% | -9.4% |
| 3M | -13.3% | +1.1% | -14.3% | -13.4% |
| 6M | -24.2% | +2.0% | -26.2% | -24.4% |
| YTD | -18.9% | +3.4% | -22.3% | -19.3% |
| 1Y | -12.4% | +4.1% | -16.5% | -12.9% |
| 3Y | +72.2% | +14.3% | +57.9% | +69.0% |
| 5Y | +53.4% | +21.3% | +32.1% | +49.1% |
| 10Y | +127.0% | +28.5% | +98.5% | +117.4% |
| All | +195.2% | +28.5% | +166.7% | +178.7% |
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