+170.7%
CHRW vs Z
+25.1%
+145.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | -1.4% | -3.0% | +1.6% | -1.1% |
| 30D | -3.5% | -4.2% | +0.7% | -3.2% |
| 3M | -19.4% | -3.7% | -15.7% | -19.3% |
| 6M | -21.4% | -24.5% | +3.1% | -19.5% |
| YTD | -7.1% | -49.3% | +42.2% | -1.5% |
| 1Y | +17.8% | -58.7% | +76.5% | +27.2% |
| 3Y | +78.8% | -34.1% | +112.9% | +81.7% |
| 5Y | +83.5% | -64.5% | +148.1% | +89.9% |
| 10Y | +160.2% | -0.5% | +160.7% | +134.6% |
| All | +170.7% | +25.1% | +145.6% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling