+16.8%
CHRW vs IRE
-84.4%
+101.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | +1.3% |
| 7D | -1.4% | +54.8% | -56.2% | -0.8% |
| 30D | -3.5% | +18.4% | -21.9% | -3.1% |
| 3M | -19.4% | -66.7% | +47.3% | -16.9% |
| 6M | -21.4% | -52.3% | +30.9% | -19.9% |
| YTD | -7.1% | -52.3% | +45.2% | -5.8% |
| All | +16.8% | -84.4% | +101.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling