+193.5%
CHRW vs INDA
+121.8%
+71.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | -3.6% | +9.4% | -13.0% | -6.1% |
| 3M | -9.6% | +2.9% | -12.5% | -10.5% |
| 6M | -17.0% | +7.2% | -24.2% | -18.9% |
| YTD | -15.4% | -4.8% | -10.6% | -14.4% |
| 1Y | -10.0% | -5.1% | -4.9% | -8.9% |
| 3Y | +82.2% | +16.7% | +65.5% | +72.6% |
| 5Y | +59.4% | +8.8% | +50.6% | +53.4% |
| 10Y | +129.7% | +116.2% | +13.5% | +77.1% |
| All | +193.5% | +121.8% | +71.7% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling