+4,266.9%
CHRW vs ZBRA
+2,336.3%
+1,930.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -1.4% | +1.8% | -3.2% | -1.8% |
| 30D | -3.5% | -1.7% | -1.8% | -3.1% |
| 3M | -19.4% | +47.8% | -67.2% | -27.2% |
| 6M | -21.4% | +56.7% | -78.1% | -30.4% |
| YTD | -7.1% | +49.4% | -56.5% | -17.5% |
| 1Y | +17.8% | +16.5% | +1.3% | +10.4% |
| 3Y | +78.8% | +31.5% | +47.3% | +58.2% |
| 5Y | +83.5% | -38.6% | +122.1% | +88.4% |
| 10Y | +160.2% | +421.0% | -260.7% | +50.4% |
| All | +4,266.9% | +2,336.3% | +1,930.6% | +1,317.3% |
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