+192.8%
CHRW vs ALLY
+98.1%
+94.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 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% | -12.0% |
| 6M | -25.1% | -12.4% | -12.6% | -23.3% |
| YTD | -21.2% | -13.2% | -8.0% | -19.2% |
| 1Y | -14.2% | +1.8% | -16.0% | -14.7% |
| 3Y | +63.5% | +58.0% | +5.5% | +47.1% |
| 5Y | +49.6% | -8.4% | +58.0% | +43.8% |
| 10Y | +129.4% | +195.3% | -65.9% | +73.7% |
| All | +192.8% | +98.1% | +94.7% | +124.8% |
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