+82.2%
CHRW vs Z
-18.1%
+100.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | +7.3% | +0.8% | +6.4% | +7.1% |
| 30D | -3.6% | +5.2% | -8.8% | -4.2% |
| 3M | -9.6% | -17.0% | +7.5% | -8.1% |
| 6M | -17.0% | -22.7% | +5.7% | -15.0% |
| YTD | -15.4% | -56.3% | +40.9% | -8.8% |
| 1Y | -10.0% | -57.7% | +47.7% | -2.8% |
| 3Y | +82.2% | -16.5% | +98.7% | +76.7% |
| All | +82.2% | -18.1% | +100.3% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling