-13.7%
CHRW vs ALLY
+0.5%
-14.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -9.4% | +3.4% | -12.8% | -10.7% |
| 3M | -13.3% | -11.1% | -2.2% | -9.4% |
| 6M | -24.2% | -11.5% | -12.7% | -21.0% |
| YTD | -18.9% | -12.3% | -6.5% | -16.0% |
| All | -13.7% | +0.5% | -14.2% | -16.0% |
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