+67.4%
CHRW vs IP
+12.9%
+54.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.9% |
| 7D | +0.7% | -5.0% | +5.7% | +0.9% |
| 30D | -5.0% | +6.5% | -11.5% | -5.4% |
| 3M | -16.1% | -18.0% | +1.9% | -15.2% |
| 6M | -22.6% | +10.3% | -32.9% | -23.8% |
| YTD | -19.3% | -9.9% | -9.4% | -19.5% |
| 1Y | -14.9% | -1.1% | -13.9% | -15.7% |
| All | +67.4% | +12.9% | +54.5% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling