+129.8%
CHRW vs ATI
+1,002.4%
-872.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.7% | +13.0% | -8.2% | +3.2% |
| 30D | -2.6% | +0.2% | -2.8% | -2.8% |
| 3M | -8.0% | -17.5% | +9.5% | -6.2% |
| 6M | -19.0% | +18.1% | -37.1% | -21.1% |
| YTD | -15.5% | +65.7% | -81.2% | -21.2% |
| 1Y | -10.8% | +91.9% | -102.7% | -18.3% |
| 3Y | +79.8% | +335.2% | -255.4% | +44.0% |
| 5Y | +59.3% | +1,004.3% | -945.0% | +12.9% |
| All | +129.8% | +1,002.4% | -872.5% | +59.5% |
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