+82.2%
CHRW vs ZBRA
+58.5%
+23.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.2% |
| 7D | +7.3% | +0.6% | +6.7% | +7.2% |
| 30D | -3.6% | -14.0% | +10.5% | -1.6% |
| 3M | -9.6% | -14.7% | +5.1% | -7.7% |
| 6M | -17.0% | +31.3% | -48.3% | -21.4% |
| YTD | -15.4% | +33.4% | -48.9% | -20.9% |
| 1Y | -10.0% | +34.1% | -44.1% | -16.0% |
| 3Y | +82.2% | +59.9% | +22.2% | +50.0% |
| All | +82.2% | +58.5% | +23.6% | +50.0% |
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