+86.8%
CHRW vs IP
-17.2%
+104.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | -1.4% | -5.3% | +3.9% | -0.6% |
| 30D | -3.5% | -10.9% | +7.4% | -1.8% |
| 3M | -19.4% | +11.2% | -30.6% | -21.5% |
| 6M | -21.4% | -10.2% | -11.1% | -20.8% |
| YTD | -7.1% | -2.0% | -5.1% | -8.2% |
| 1Y | +17.8% | -19.1% | +36.9% | +20.3% |
| 3Y | +78.8% | +20.9% | +57.9% | +51.9% |
| All | +86.8% | -17.2% | +104.0% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling