+2,319.9%
CHRW vs ATI
+915.7%
+1,404.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.1% |
| 7D | +0.6% | +6.2% | -5.6% | -0.5% |
| 30D | -7.3% | -7.1% | -0.2% | -6.3% |
| 3M | -14.2% | -21.3% | +7.1% | -10.9% |
| 6M | -25.1% | +6.5% | -31.6% | -26.7% |
| YTD | -21.2% | +53.2% | -74.3% | -28.1% |
| 1Y | -14.2% | +82.7% | -96.9% | -24.1% |
| 3Y | +63.5% | +314.3% | -250.8% | +19.8% |
| 5Y | +49.6% | +890.9% | -841.3% | -9.1% |
| 10Y | +129.4% | +1,142.3% | -1,013.0% | +15.5% |
| All | +2,319.9% | +915.7% | +1,404.2% | +765.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling