+3,858.7%
CHRW vs IP
+78.1%
+3,780.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +4.9% | +3.4% | +1.5% | +3.9% |
| 30D | -4.8% | +11.2% | -16.0% | -7.7% |
| 3M | -13.1% | -14.8% | +1.6% | -9.8% |
| 6M | -16.3% | +17.3% | -33.6% | -21.3% |
| YTD | -15.8% | -6.2% | -9.6% | -16.7% |
| 1Y | -11.1% | +2.3% | -13.5% | -14.3% |
| 3Y | +75.3% | +17.7% | +57.6% | +55.3% |
| 5Y | +56.0% | -8.4% | +64.5% | +46.9% |
| 10Y | +144.9% | +32.1% | +112.9% | +97.9% |
| All | +3,858.7% | +78.1% | +3,780.6% | +2,278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling