+123.6%
CHRW vs IP
+26.3%
+97.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.5% |
| 7D | +0.6% | -5.1% | +5.6% | +1.7% |
| 30D | -7.3% | +8.5% | -15.8% | -9.1% |
| 3M | -14.2% | -13.8% | -0.3% | -11.6% |
| 6M | -25.1% | +5.7% | -30.8% | -27.3% |
| YTD | -21.2% | -9.1% | -12.0% | -21.4% |
| 1Y | -14.2% | -0.8% | -13.3% | -16.3% |
| 3Y | +63.5% | +14.8% | +48.7% | +42.7% |
| 5Y | +49.6% | -11.5% | +61.1% | +39.7% |
| All | +123.6% | +26.3% | +97.3% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling