-4.2%
CORZ vs CHRW
-11.0%
+6.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +23.5% | +7.3% | +16.2% | +24.0% |
| 30D | +7.5% | -3.6% | +11.1% | +6.6% |
| 3M | -26.6% | -9.6% | -17.0% | -27.6% |
| 6M | -39.5% | -17.0% | -22.5% | -41.5% |
| YTD | -0.3% | -15.4% | +15.1% | -11.7% |
| 1Y | -4.2% | -10.0% | +5.8% | -14.9% |
| All | -4.2% | -11.0% | +6.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling