+2.1%
CHRW vs IRE
-97.7%
+99.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.8% | +15.8% | -0.2% |
| 7D | -3.4% | -41.9% | +38.5% | -3.7% |
| 30D | -9.4% | -75.1% | +65.7% | -10.6% |
| 3M | -12.6% | -82.4% | +69.8% | -14.0% |
| 6M | -24.2% | -95.5% | +71.4% | -23.4% |
| YTD | -18.9% | -93.1% | +74.2% | -19.2% |
| 1Y | -13.7% | -97.8% | +84.1% | -14.9% |
| All | +2.1% | -97.7% | +99.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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