+222.2%
CHRW vs INDA
+115.1%
+107.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -3.5% | -0.8% | -2.7% | -3.3% |
| 3M | -19.4% | +3.9% | -23.3% | -20.5% |
| 6M | -21.4% | -0.7% | -20.7% | -21.4% |
| YTD | -7.1% | -7.7% | +0.5% | -5.1% |
| 1Y | +17.8% | -5.1% | +22.9% | +19.3% |
| 3Y | +78.8% | +13.6% | +65.1% | +70.8% |
| 5Y | +83.5% | +7.8% | +75.7% | +77.3% |
| 10Y | +160.2% | +84.6% | +75.6% | +109.7% |
| All | +222.2% | +115.1% | +107.1% | +142.6% |
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