+86.0%
CHRW vs ZBRA
+33.8%
+52.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | +4.3% |
| 30D | +1.9% | -8.8% | +10.7% | +3.3% |
| 3M | -21.2% | +47.2% | -68.4% | -26.3% |
| 6M | -16.7% | +61.3% | -78.0% | -23.7% |
| YTD | -5.4% | +42.0% | -47.4% | -12.1% |
| 1Y | +21.2% | +10.5% | +10.7% | +18.4% |
| All | +86.0% | +33.8% | +52.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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