+127.0%
CHRW vs ALLY
+201.0%
-74.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -9.4% | +3.4% | -12.8% | -10.0% |
| 3M | -13.3% | -11.1% | -2.2% | -11.3% |
| 6M | -24.2% | -11.5% | -12.7% | -22.5% |
| YTD | -18.9% | -12.3% | -6.5% | -17.0% |
| 1Y | -12.4% | +1.1% | -13.5% | -12.8% |
| 3Y | +72.2% | +64.8% | +7.4% | +53.7% |
| 5Y | +53.4% | -6.9% | +60.2% | +46.8% |
| 10Y | +127.0% | +194.9% | -68.0% | +77.7% |
| All | +127.0% | +201.0% | -74.1% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling