+86.0%
CHRW vs INDA
+10.1%
+75.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | +0.9% | -2.5% | +3.5% | +1.6% |
| 3M | -19.9% | +4.0% | -23.9% | -21.1% |
| 6M | -15.8% | -1.8% | -14.0% | -15.6% |
| YTD | -5.6% | -9.2% | +3.6% | -3.0% |
| 1Y | +21.0% | -7.2% | +28.2% | +23.4% |
| 3Y | +86.0% | +9.8% | +76.2% | +67.4% |
| All | +86.0% | +10.1% | +75.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling