+5.9%
CHRW vs IRE
-97.5%
+103.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.1% | -8.4% | +3.8% |
| 7D | -0.1% | -15.1% | +15.1% | 0.0% |
| 30D | -4.3% | -71.4% | +67.1% | -5.4% |
| 3M | -7.4% | -81.2% | +73.7% | -8.8% |
| 6M | -20.7% | -93.7% | +73.0% | -20.0% |
| YTD | -15.9% | -92.2% | +76.4% | -16.2% |
| 1Y | -9.9% | -97.3% | +87.4% | -10.9% |
| All | +5.9% | -97.5% | +103.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling