+244.9%
CHRW vs ALLY
+124.8%
+120.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.4% | +3.7% | -5.1% | -2.1% |
| 30D | -3.5% | -2.3% | -1.2% | -3.0% |
| 3M | -19.4% | +3.8% | -23.2% | -20.1% |
| 6M | -21.4% | +9.7% | -31.1% | -23.0% |
| YTD | -7.1% | -1.4% | -5.7% | -7.2% |
| 1Y | +17.8% | +8.2% | +9.6% | +15.6% |
| 3Y | +78.8% | +66.5% | +12.3% | +58.9% |
| 5Y | +83.5% | +1.2% | +82.3% | +72.7% |
| 10Y | +160.2% | +191.4% | -31.2% | +97.2% |
| All | +244.9% | +124.8% | +120.0% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling