+147.4%
CHRW vs ZCMD
-100.0%
+247.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +4.4% | -2.0% | +6.4% | +4.4% |
| 30D | +5.5% | -19.8% | +25.3% | +5.6% |
| 3M | -17.3% | -62.1% | +44.8% | -17.5% |
| 6M | -12.7% | -99.5% | +86.8% | -9.9% |
| YTD | -4.1% | -99.7% | +95.6% | -0.3% |
| 1Y | +21.2% | -99.9% | +121.1% | +27.3% |
| 3Y | +88.9% | -100.0% | +188.9% | +98.2% |
| 5Y | +93.1% | -100.0% | +193.1% | +102.9% |
| All | +147.4% | -100.0% | +247.4% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZCMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling