+136.5%
CHRW vs Z
+10.9%
+125.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.5% |
| 7D | +0.2% | -5.2% | +5.4% | +0.7% |
| 30D | -9.4% | +5.7% | -15.1% | -10.0% |
| 3M | -13.3% | -8.7% | -4.5% | -12.8% |
| 6M | -24.2% | -26.0% | +1.8% | -22.3% |
| YTD | -18.9% | -55.0% | +36.2% | -13.1% |
| 1Y | -12.4% | -58.0% | +45.6% | -5.6% |
| 3Y | +72.2% | -15.2% | +87.4% | +70.7% |
| 5Y | +53.4% | -53.8% | +107.2% | +56.4% |
| 10Y | +127.0% | -14.5% | +141.5% | +107.3% |
| All | +136.5% | +10.9% | +125.6% | +109.2% |
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