+128.5%
CHRW vs ALLY
+182.4%
-53.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | -0.1% | -2.8% | +2.7% | +0.5% |
| 30D | -4.3% | +1.9% | -6.2% | -4.7% |
| 3M | -7.4% | -12.1% | +4.7% | -5.1% |
| 6M | -20.7% | -9.0% | -11.7% | -19.4% |
| YTD | -15.9% | -12.9% | -2.9% | -13.9% |
| 1Y | -9.9% | -0.1% | -9.8% | -10.1% |
| 3Y | +79.0% | +64.6% | +14.4% | +59.8% |
| 5Y | +61.3% | -10.1% | +71.4% | +55.3% |
| 10Y | +128.5% | +176.7% | -48.1% | +84.4% |
| All | +128.5% | +182.4% | -53.8% | +84.4% |
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 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