+169.3%
CHRW vs ATI
+1,051.1%
-881.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.9% |
| 7D | +1.9% | +3.2% | -1.2% | +1.6% |
| 30D | +0.9% | -9.0% | +9.9% | +2.0% |
| 3M | -19.9% | +15.1% | -35.0% | -21.4% |
| 6M | -15.8% | +38.1% | -53.9% | -19.5% |
| YTD | -5.6% | +80.7% | -86.2% | -12.6% |
| 1Y | +21.0% | +167.5% | -146.5% | +6.8% |
| 3Y | +86.0% | +366.0% | -280.0% | +48.4% |
| 5Y | +88.6% | +1,088.8% | -1,000.1% | +33.1% |
| 10Y | +169.3% | +1,055.0% | -885.7% | +83.7% |
| All | +169.3% | +1,051.1% | -881.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling