+2,390.6%
CHRW vs ATI
+955.8%
+1,434.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -9.4% | -4.8% | -4.6% | -8.8% |
| 3M | -12.6% | -19.9% | +7.3% | -9.6% |
| 6M | -24.2% | +15.4% | -39.5% | -26.8% |
| YTD | -18.9% | +59.2% | -78.1% | -26.5% |
| 1Y | -13.7% | +86.3% | -99.9% | -23.9% |
| 3Y | +72.6% | +318.2% | -245.6% | +26.3% |
| 5Y | +55.6% | +958.6% | -903.1% | -6.6% |
| 10Y | +122.7% | +996.8% | -874.0% | +15.4% |
| All | +2,390.6% | +955.8% | +1,434.8% | +784.8% |
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