+3,877.1%
CHRW vs ZBRA
+2,076.1%
+1,800.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.4% |
| 7D | +7.3% | +0.6% | +6.7% | +7.1% |
| 30D | -3.6% | -14.0% | +10.5% | -0.4% |
| 3M | -9.6% | -14.7% | +5.1% | -6.6% |
| 6M | -17.0% | +31.3% | -48.3% | -23.4% |
| YTD | -15.4% | +33.4% | -48.9% | -23.2% |
| 1Y | -10.0% | +34.1% | -44.1% | -18.4% |
| 3Y | +82.2% | +59.9% | +22.2% | +53.4% |
| 5Y | +59.4% | -45.3% | +104.6% | +67.7% |
| 10Y | +129.7% | +384.4% | -254.7% | +34.6% |
| All | +3,877.1% | +2,076.1% | +1,800.9% | +1,219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling