+19.1%
CHRW vs ALLY
+8.6%
+10.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +3.7% | -5.1% | -2.6% |
| 30D | -3.5% | -2.3% | -1.2% | -2.7% |
| 3M | -19.4% | +3.8% | -23.2% | -20.8% |
| 6M | -21.4% | +9.7% | -31.1% | -24.8% |
| YTD | -7.1% | -1.4% | -5.7% | -8.3% |
| All | +19.1% | +8.6% | +10.4% | +15.4% |
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