+145.2%
CHRW vs Z
+6.6%
+138.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | -0.1% | -13.1% | +13.0% | +1.3% |
| 30D | -4.3% | +5.9% | -10.1% | -4.9% |
| 3M | -7.4% | -13.7% | +6.3% | -6.4% |
| 6M | -20.7% | -27.1% | +6.4% | -18.6% |
| YTD | -15.9% | -56.8% | +40.9% | -9.5% |
| 1Y | -9.9% | -60.2% | +50.3% | -2.4% |
| 3Y | +79.0% | -19.7% | +98.7% | +78.3% |
| 5Y | +61.3% | -53.7% | +115.0% | +64.7% |
| 10Y | +128.5% | -16.9% | +145.4% | +109.4% |
| All | +145.2% | +6.6% | +138.7% | +117.8% |
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