+17.3%
CHRW vs ALLY
+9.5%
+7.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.8% | +3.7% | -5.5% | -3.1% |
| 30D | -3.9% | -2.3% | -1.6% | -3.1% |
| 3M | -19.7% | +3.8% | -23.6% | -21.2% |
| 6M | -21.7% | +9.7% | -31.4% | -25.1% |
| YTD | -7.5% | -1.4% | -6.1% | -8.7% |
| 1Y | +17.3% | +8.2% | +9.1% | +14.4% |
| All | +17.3% | +9.5% | +7.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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