+122.7%
CHRW vs ATI
+1,024.4%
-901.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -9.4% | -4.8% | -4.6% | -9.0% |
| 3M | -12.6% | -19.9% | +7.3% | -10.6% |
| 6M | -24.2% | +15.4% | -39.5% | -26.0% |
| YTD | -18.9% | +59.2% | -78.1% | -24.0% |
| 1Y | -13.7% | +86.3% | -99.9% | -20.6% |
| 3Y | +72.6% | +318.2% | -245.6% | +38.9% |
| 5Y | +55.6% | +958.6% | -903.1% | +10.8% |
| 10Y | +122.7% | +996.8% | -874.0% | +55.3% |
| All | +122.7% | +1,024.4% | -901.7% | +55.3% |
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