+93.1%
CHRW vs ZBRA
-40.9%
+134.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | -3.8% | +8.1% | +5.1% |
| 30D | +5.5% | -10.2% | +15.7% | +7.6% |
| 3M | -17.3% | +58.7% | -75.9% | -25.2% |
| 6M | -12.7% | +61.9% | -74.6% | -21.9% |
| YTD | -4.1% | +41.7% | -45.8% | -12.6% |
| 1Y | +21.2% | +12.4% | +8.9% | +16.2% |
| 3Y | +88.9% | +34.2% | +54.7% | +68.0% |
| 5Y | +93.1% | -40.8% | +133.8% | +96.0% |
| All | +93.1% | -40.9% | +134.0% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling