+129.8%
CHRW vs Z
-19.3%
+149.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.7% |
| 7D | +4.7% | -4.9% | +9.7% | +5.3% |
| 30D | -2.6% | +3.0% | -5.6% | -3.0% |
| 3M | -8.0% | -13.4% | +5.4% | -7.0% |
| 6M | -19.0% | -27.3% | +8.3% | -16.8% |
| YTD | -15.5% | -57.8% | +42.3% | -8.8% |
| 1Y | -10.8% | -60.0% | +49.2% | -3.3% |
| 3Y | +79.8% | -21.5% | +101.3% | +79.6% |
| 5Y | +59.3% | -55.0% | +114.2% | +63.0% |
| All | +129.8% | -19.3% | +149.1% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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