+48.6%
CHRW vs ALLY
-9.5%
+58.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | -7.3% | +3.1% | -10.4% | -7.9% |
| 3M | -14.2% | -12.6% | -1.6% | -11.6% |
| 6M | -25.1% | -12.4% | -12.6% | -23.0% |
| YTD | -21.2% | -13.2% | -8.0% | -19.0% |
| 1Y | -14.2% | +1.8% | -16.0% | -14.7% |
| 3Y | +63.5% | +58.0% | +5.5% | +44.6% |
| All | +48.6% | -9.5% | +58.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling